The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193)
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scientific article; zbMATH DE number 985435
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| default for all languages | No label defined |
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| English | The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag |
scientific article; zbMATH DE number 985435 |
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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (English)
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28 February 1997
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0.8585038781166077
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0.8210014700889587
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0.8149657249450684
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0.8082789182662964
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