Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221): Difference between revisions

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+Q4769776
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing
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+Q4840212
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+Q4195812
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Estimating the dimension of a model
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES
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