Extended tabulations for Dickey-Fuller tests

DOI10.1016/0165-1765(89)90028-1zbMath1376.62104OpenAlexW2047366651MaRDI QIDQ1676641

Peng Zhang

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90028-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical tables (62Q05)

Related Items (3)

Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation ⋮ Predicting daily highs and lows of exchange rates: a cointegration analysis ⋮ A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment

Cites Work

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• The Order of Differencing in ARIMA Models
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression

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