On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553)
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scientific article; zbMATH DE number 1369432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distributions of augmented Dickey-Fuller statistics in processes with moving average components |
scientific article; zbMATH DE number 1369432 |
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On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (English)
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13 August 2000
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augmented Dickey-Fuller test
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moving-average process
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unit root
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