The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591)
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scientific article; zbMATH DE number 7545594
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| English | The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study |
scientific article; zbMATH DE number 7545594 |
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The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (English)
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21 June 2022
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initial condition
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lag length
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Monte Carlo simulations
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sensitivity
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unit root
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0.8893416
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0.8853108
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0.8789603
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0.8748885
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0.8731294
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0.8658469
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0.8631389
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0.86255336
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0.8621176
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