Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315)
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: Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. |
scientific article; zbMATH DE number 1906984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. |
scientific article; zbMATH DE number 1906984 |
Statements
Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (English)
0 references
7 May 2003
0 references
Recursive mean adjustment
0 references
Unit root test
0 references
Structural breaks
0 references
Monte Carlo
0 references
methods
0 references
