The power of the ADF test (Q1127368)
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scientific article; zbMATH DE number 1189669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The power of the ADF test |
scientific article; zbMATH DE number 1189669 |
Statements
The power of the ADF test (English)
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13 August 1998
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Dickey-Fuller
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unit roots
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asymptotic power
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0.8622733950614929
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0.8256595730781555
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0.8160638809204102
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0.7940741181373596
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