Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series (Q3838308)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series |
scientific article |
Statements
Dickey-Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series (English)
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9 August 1998
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Lagrange multiplier tests
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critical values
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unit roots
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Dickey-Fuller test
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combined test
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tables
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