✦ LIBER ✦

Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization

✍ Scribed by Tam, Pui Sun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lag Order and Critical Values of the Aug

✍ Yin-Wong Cheung and Kon S. Lai 📂 Article 📅 1995 🏛 American Statistical Association 🌐 English ⚖ 317 KB

Testing for unit roots using the augment

✍ R.I.D. Harris 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 399 KB

The balance between size and power in Di

✍ Christos Agiakloglou; Paul Newbold 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 603 KB

Functional Central Limit Theorem approxi

✍ Rossen Valkanov 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 178 KB