TY  - JOUR
TI  - LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
AU  - Serena Ng
AU  - Pierre Perrón
JO  - Econometrica
PY  - 2001
VL  - 69
IS  - 6
DO  - 10.1111/1468-0262.00256
UR  - https://doi.org/10.1111/1468-0262.00256
ER  -