On the Size Properties of Phillips–Perron Tests

• 4 January 1999
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 20  (1) , 51-61
• https://doi.org/10.1111/1467-9892.00125

Abstract

Keywords

• INTEGRATED PROCESSES
• NON‐PARAMETRIC TESTS
• UNIT ROOT TESTS