Normalizations for periodogram-based unit root tests.
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Publication:1871345
DOI10.1016/S0167-7152(02)00154-2zbMath1045.62083MaRDI QIDQ1871345
Barry A. Evans, David A. Dickey
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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