Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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Publication:5467607
DOI10.1111/j.1467-9892.2004.00406.xzbMath1092.62090OpenAlexW3123775875MaRDI QIDQ5467607
Paul Newbold, Stephen J. Leybourne, Tae-Hwan Kim
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00406.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05)
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