The power of the ADF test (Q1127368): Difference between revisions
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Property / cites work: Consistent autoregressive spectral estimates / rank | |||
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Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank | |||
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Property / Wikidata QID: Q127360868 / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0165-1765(97)81872-1 / rank | |||
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Latest revision as of 12:01, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | The power of the ADF test |
scientific article |
Statements
The power of the ADF test (English)
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13 August 1998
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Dickey-Fuller
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unit roots
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asymptotic power
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