Augmented Dickey Fuller Test

By Rizwan Mushtaq. 2011

269 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/5219355082ebe495438df561d73c8bbd72bc501e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ralf Korn
2. Magnus Wiese
3. Peter Kretschmer
4. R. Knobloch

Citations in the corpus

• Quant GANs: deep generation of financial time series (2019, methodology): “For all except two metrics evaluated in Table 2, the TCN performs best.”