Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (Q4352565)
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scientific article; zbMATH DE number 1057505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing |
scientific article; zbMATH DE number 1057505 |
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Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (English)
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4 September 1997
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augmented Dickey-Fuller test
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Monte Carlo simulation
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non-stationary time-series
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unit root tests
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size distortion
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