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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Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
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Property / cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag / rank | |||
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Revision as of 11:23, 27 May 2024
scientific article
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English | The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag |
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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (English)
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28 February 1997
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Moving average terms
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Time-series processes
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unit roots
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