The asymptotic size and power of the augmented Dickey–Fuller test for a unit root

By Efstathios Paparoditis, Dimitris Nicolas Politis. 2018

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f81dce6f8a2372c1a9ee989e26fa0e21851a0953