Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series (Q3838308)
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scientific article; zbMATH DE number 1185429
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| English | Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series |
scientific article; zbMATH DE number 1185429 |
Statements
Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series (English)
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9 August 1998
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Lagrange multiplier tests
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critical values
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unit roots
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Dickey-Fuller test
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combined test
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tables
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0.8558093309402466
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0.8494046330451965
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0.8383079767227173
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0.828743040561676
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