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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@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / Wikidata QID @@
+Q126311873
@@ Property / Wikidata QID: Q126311873 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1765(96)00866-x
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+W1969555028
@@ Property / OpenAlex ID: W1969555028 / rank @@
+Normal rank