✦ LIBER ✦

Dickey–Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series

✍ Scribed by Kosuke Oya; Hiro Toda

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB