Muhammad Irfan Malik, - Atiq-ur-Rehman

Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis

Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis

International Econometric Review

2015-Cilt: 7 - Sayı: 2

51-63

Ng-Perron Test, Monte Carlo, Spectral Density, Unit Root Testing.

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