The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Year of publication: |
2018
|
---|---|
Authors: | Paparoditis, Efstathios ; Politis, Dimitris N. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 955-973
|
Subject: | Autoregressive representation | hypothesis testing | random walk | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Random Walk | Random walk | Schätztheorie | Estimation theory |
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