A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837)
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scientific article; zbMATH DE number 5037743
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| English | A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment |
scientific article; zbMATH DE number 5037743 |
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A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (English)
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30 June 2006
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unit root
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Dickey--Fuller tests
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non-similarity
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Monte Carlo simulations
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empirical size
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nominal size
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tables
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0.8751354
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0.8727678
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