The power of the ADF test
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference4 articles.
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2. Likelihood ratio statistics for autoregressive time series with a unit root;Dickey;Econometrica,1981
3. Unit root tests in ARMA models with data dependent methods for the selection of the truncating lag;Ng;Journal of the American Statistical Association,1995
4. Testing for unit roots in autoregressive-Moving average models of unknown order;Said;Biometrika,1984
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