Examination of Some More Powerful Modifications of the Dickey–Fuller Test (Q5467607)
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scientific article; zbMATH DE number 5026134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Examination of Some More Powerful Modifications of the Dickey–Fuller Test |
scientific article; zbMATH DE number 5026134 |
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Examination of Some More Powerful Modifications of the Dickey–Fuller Test (English)
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24 May 2006
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unit root test
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MAX test
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asymptotic distribution
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local alternative
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