EMPIRICAL EVIDENCE ON DICKEY-FULLER-TYPE TESTS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1992.tb00121.x/fullpdf
Reference11 articles.
1. Finite sample properties of estimators for autoregressive moving average models
2. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
3. Unit Roots in Time Series Models: Tests and Implications
4. The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
5. Co-Integration and Error Correction: Representation, Estimation, and Testing
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