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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Latest revision as of 09:22, 30 July 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 |
scientific article |
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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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Time-series processes
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