Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. |
scientific article |
Statements
Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (English)
0 references
7 May 2003
0 references
Recursive mean adjustment
0 references
Unit root test
0 references
Structural breaks
0 references
Monte Carlo
0 references
methods
0 references
