Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Year of publication: |
2013
|
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Authors: | Tam, Pui Sun |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 22/24, p. 3495-3511
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Subject: | unit root test | lag optimization | response surface | Monte Carlo | Theorie | Theory | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Lag-Modell | Lag model |
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