Pages that link to "Item:Q1351232"

The following pages link to Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232):

Displaying 6 items.

• The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
• Covariate unit root tests with good size and power (Q1927093) (← links)
• Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
• Using influence function for lag truncation in unit root tests (Q2818653) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)