The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888)
From MaRDI portal
scientific article; zbMATH DE number 7484396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic size and power of the augmented Dickey–Fuller test for a unit root |
scientific article; zbMATH DE number 7484396 |
Statements
The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (English)
0 references
4 March 2022
0 references
autoregressive representation
0 references
hypothesis testing
0 references
random walk
0 references
