✦ LIBER ✦

Fractional integration and the augmented Dickey–Fuller Test

✍ Scribed by Walter Krämer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Critical values of the augmented fractio

✍ Peter S. Sephton 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 374 KB

Optimal Fractional Dickey–Fuller tests

✍ Ignacio N. Lobato; Carlos Velasco 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

On the power of the Augmented Dickey–Ful

✍ Luisa Bisaglia; Isabella Procidano 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 48 KB

A Fractional Dickey–Fuller Test for Unit

✍ Juan J. Dolado; Jesús Gonzalo; Laura Mayoral 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

Lag Order and Critical Values of the Aug

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

White noise and other experiments on aug

✍ Fox, Kevin J. 📂 Article 📅 1997 🏛 Taylor and Francis Group 🌐 English ⚖ 367 KB