✦ LIBER ✦

Lag Order and Critical Values of the Augmented Dickey-Fuller Test

✍ Scribed by Yin-Wong Cheung and Kon S. Lai

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

PRACTITIONERS CORNER: Lag Order and Crit

✍ Yin-Wong Cheung; Kon S. Lai 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 112 KB

Finite-sample distribution of the augmen

✍ Tam, Pui Sun 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 702 KB

Fractional integration and the augmented

✍ Walter Krämer 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 37 KB

Testing for unit roots using the augment

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

On the power of the Augmented Dickey–Ful

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