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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Revision as of 11:23, 27 May 2024

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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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