Extended tabulations for Dickey-Fuller tests

DOI10.1016/0165-1765(89)90028-1zbMATH Open1376.62104OpenAlexW2047366651MaRDI QIDQ1676641FDOQ1676641

Authors: Peng Zhang 

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90028-1

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical tables (62Q05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing for a unit root in time series regression
• Testing for unit roots in autoregressive-moving average models of unknown order
• The Order of Differencing in ARIMA Models

Cited In (3)

• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation
• Predicting daily highs and lows of exchange rates: a cointegration analysis
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment

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