The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Statistical analysis of cointegration vectors
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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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+Testing for unit roots in autoregressive-moving average models of unknown order
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