Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test
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Publication:1194712
DOI10.1016/0165-1765(92)90022-QzbMath0775.62234OpenAlexW1522700451MaRDI QIDQ1194712
Publication date: 5 October 1992
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(92)90022-q
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- Testing for unit roots in autoregressive-moving average models of unknown order
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Time Series Regression with a Unit Root
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