Using influence function for lag truncation in unit root tests (Q2818653)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using influence function for lag truncation in unit root tests |
scientific article; zbMATH DE number 6625083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Using influence function for lag truncation in unit root tests |
scientific article; zbMATH DE number 6625083 |
Statements
7 September 2016
0 references
influence function
0 references
autocorrelation
0 references
unit root test
0 references
optimal truncation lag
0 references
Using influence function for lag truncation in unit root tests (English)
0 references
0.7620363235473633
0 references
0.7556080222129822
0 references
0.7422212362289429
0 references
0.738908588886261
0 references
