The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193)
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scientific article; zbMATH DE number 985435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag |
scientific article; zbMATH DE number 985435 |
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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (English)
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28 February 1997
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