Pages that link to "Item:Q2338236"
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The following pages link to Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236):
Displaying 5 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)
- Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept (Q2241623) (← links)
- Lag Length Selection in DF-GLS Unit Root Tests (Q3072393) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)