Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift (Q3402963)
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scientific article; zbMATH DE number 5669973
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| English | Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift |
scientific article; zbMATH DE number 5669973 |
Statements
12 February 2010
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F-statistic
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Wiener processes
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0.804629385471344
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0.8046256303787231
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0.801204264163971
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0.7867047786712646
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0.786368191242218
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