Pages that link to "Item:Q1194712"
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The following pages link to Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712):
Displaying 6 items.
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- High-frequency stock linkage and multi-dimensional stationary processes (Q1620266) (← links)
- Analysis of infectious disease transmission and prediction through SEIQR epidemic model (Q2043786) (← links)
- A sequential procedure for testing the existence of a random walk model in finite samples (Q3532731) (← links)