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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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