Pages that link to "Item:Q3072393"
From MaRDI portal
The following pages link to Lag Length Selection in DF-GLS Unit Root Tests (Q3072393):
Displaying 4 items.
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)