Pages that link to "Item:Q673193"
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The following pages link to The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193):
Displaying 3 items.
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)
- A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC (Q3652618) (← links)
- The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
