The power of the ADF test
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Publication:1127368
DOI10.1016/S0165-1765(97)81872-1zbMath0904.90034OpenAlexW2002578849WikidataQ127360868 ScholiaQ127360868MaRDI QIDQ1127368
Publication date: 13 August 1998
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(97)81872-1
Related Items (7)
Spectral approach to parameter-free unit root testing ⋮ Testing the persistence of the forward premium: structural changes or misspecification? ⋮ Distribution theory for the Studentized mean for long, short, and negative memory time series ⋮ BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY ⋮ BootstrapMUnit Root Tests ⋮ Lag truncation and the local asymptotic distribution of the ADF test for a unit root ⋮ The asymptotic size and power of the augmented Dickey–Fuller test for a unit root
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