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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
Statements
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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