The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193)

From MaRDI portal
Revision as of 11:23, 27 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
scientific article

    Statements

    The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (English)
    0 references
    0 references
    0 references
    28 February 1997
    0 references
    0 references
    Moving average terms
    0 references
    Time-series processes
    0 references
    unit roots
    0 references