The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888): Difference between revisions

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+https://doi.org/10.1080/00927872.2016.1178887
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+W2343407506
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+Nonparametric tests for unit roots and cointegration.
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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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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+Efficient Tests for an Autoregressive Unit Root
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+On the range of validity of the autoregressive sieve bootstrap
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Publication:5860888