Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Pui Sun Tam
| Year of publication: |
2013
|
|---|---|
| Authors: | Tam, Pui Sun |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 22/24, p. 3495-3511
|
| Subject: | unit root test | lag optimization | response surface | Monte Carlo | Theorie | Theory | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Lag-Modell | Lag model | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010345347