@article{econhot_econhot-cited-2352bbd91907847b,
  title = {LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power},
  author = {Serena Ng and Pierre Perrón},
  journal = {Econometrica},
  year = {2001},
  volume = {69},
  number = {6},
  pages = {1519-1554},
  doi = {10.1111/1468-0262.00256},
  url = {https://doi.org/10.1111/1468-0262.00256}
}