Power of a Unit-Root Test and the Initial Condition (Q3440766): Difference between revisions

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Property / DOI: 10.1111/j.1467-9892.2006.00486.x / rank
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Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank
 
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Property / cites work: On testing for unit roots and the initial observation / rank
 
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Property / cites work: Tests for Unit Roots and the Initial Condition / rank
 
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Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank
 
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Property / DOI: 10.1111/J.1467-9892.2006.00486.X / rank
 
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Latest revision as of 07:22, 21 December 2024

scientific article
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English
Power of a Unit-Root Test and the Initial Condition
scientific article

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    Power of a Unit-Root Test and the Initial Condition (English)
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    29 May 2007
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    Elliot-Müller point optimal unit-root test
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    augmented Dickey-Fuller test
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    power
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    asymptotic distribution
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