Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:50, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. |
scientific article |
Statements
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (English)
0 references
20 June 1999
0 references
Information criteria
0 references
Pre-test
0 references
Unit root tests
0 references