Power of the augmented dickey-fuller test with information-based lag selection (Q4383709)
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scientific article; zbMATH DE number 1138568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power of the augmented dickey-fuller test with information-based lag selection |
scientific article; zbMATH DE number 1138568 |
Statements
Power of the augmented dickey-fuller test with information-based lag selection (English)
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2 April 1998
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lag order
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test power
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finite-sample critical value
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information criterion
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critical values
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Monte Carlo
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ADF
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0.8685971
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0.8556231
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0.8487332
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0.8309843
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0.8294291
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0.8290407
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