The asymptotic size and power of the augmented Dickey–Fuller test for a unit root

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Publication:5860888

DOI10.1080/00927872.2016.1178887zbMath1490.62216OpenAlexW2343407506MaRDI QIDQ5860888

Dimitris N. Politis, Efstathios Paparoditis

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00927872.2016.1178887



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