A Small Sample Correction of the Dickey–Fuller Test (Q5292181)
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scientific article; zbMATH DE number 5165700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Small Sample Correction of the Dickey–Fuller Test |
scientific article; zbMATH DE number 5165700 |
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A Small Sample Correction of the Dickey–Fuller Test (English)
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19 June 2007
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small sample correction
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likelihood ratio test
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test for unit root
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Dickey-Fuller test
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