Extended tabulations for Dickey-Fuller tests

DOI10.1016/0165-1765(89)90028-1MaRDI QIDQ1676641zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

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• Testing the fractional integration parameter revisited: a fractional Dickey-Fuller test

Cites work

• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• 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)

• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
• 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

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