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

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Veröffentlicht in:Econometric reviews
1. Verfasser: Paparoditis, Efstathios (VerfasserIn)
Weitere Verfasser: Politis, Dimitris N. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
Autoregressive representation > hypothesis testing > random walk > Aufsatz in Zeitschrift
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