Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lag truncation and the local asymptotic distribution of the ADF test for a unit root |
scientific article |
Statements
Lag truncation and the local asymptotic distribution of the ADF test for a unit root (English)
0 references
21 November 2019
0 references
ADF test
0 references
unit root testing
0 references
lag selection
0 references
local asymptotic power
0 references
0 references
0 references
