Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236)
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scientific article; zbMATH DE number 7134484
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| English | Lag truncation and the local asymptotic distribution of the ADF test for a unit root |
scientific article; zbMATH DE number 7134484 |
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Lag truncation and the local asymptotic distribution of the ADF test for a unit root (English)
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21 November 2019
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ADF test
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unit root testing
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lag selection
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local asymptotic power
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0.8246110677719116
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0.8246110677719116
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0.8141643404960632
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0.8130189776420593
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0.8100363612174988
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