The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
type: Item
instance of: scholarly article
title: The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
zbMATH Open document ID: 0900.90186
DOI: 10.1016/S0165-1765(96)00866-X
author: Christos Agiakloglou
author: Paul Newbold
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 985435
zbMATH Keywords: Moving average terms
zbMATH Keywords: Time-series processes
zbMATH Keywords: unit roots
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Q4124141
cites work: Statistical analysis of cointegration vectors
cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
cites work: Testing for unit roots in autoregressive-moving average models of unknown order
Wikidata QID: Q126311873
full work available at URL: s0165-1765(96)00866-x
OpenAlex ID: W1969555028
description: scientific article; zbMATH DE number 985435