The following pages link to The power of the ADF test (Q1127368):
Displaying 11 items.
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Extended tabulations for Dickey-Fuller tests (Q1676641) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (Q5860888) (← links)
