Power of a Unit-Root Test and the Initial Condition (Q3440766): Difference between revisions
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| Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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| Property / cites work: On testing for unit roots and the initial observation / rank | |||
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| Property / cites work: Tests for Unit Roots and the Initial Condition / rank | |||
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| Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank | |||
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Revision as of 19:15, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power of a Unit-Root Test and the Initial Condition |
scientific article |
Statements
Power of a Unit-Root Test and the Initial Condition (English)
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29 May 2007
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Elliot-Müller point optimal unit-root test
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augmented Dickey-Fuller test
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power
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asymptotic distribution
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