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)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test |
scientific article; zbMATH DE number 68415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test |
scientific article; zbMATH DE number 68415 |
Statements
Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (English)
0 references
5 October 1992
0 references