Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-7152(02)00280-8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2044189726 / rank | |||
Normal rank | |||
Latest revision as of 09:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. |
scientific article |
Statements
Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (English)
0 references
7 May 2003
0 references
Recursive mean adjustment
0 references
Unit root test
0 references
Structural breaks
0 references
Monte Carlo
0 references
methods
0 references
