Pages that link to "Item:Q2934855"
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The following pages link to On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855):
Displaying 3 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)