The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888)
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scientific article; zbMATH DE number 7484396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic size and power of the augmented Dickey–Fuller test for a unit root |
scientific article; zbMATH DE number 7484396 |
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The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (English)
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4 March 2022
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autoregressive representation
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hypothesis testing
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random walk
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