Browsing by Subject "Autoregressive representation"
Now showing items 1-2 of 2
-
Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit root
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...
-
Article
The asymptotic size and power of the augmented Dickey–Fuller test for a unit rootAAA
(2016)It is shown that the limiting distribution of the augmented Dickey–Fuller (ADF) test under the null hypothesis of a unit root is valid under a very general set of assumptions that goes far beyond the linear AR(∞) process ...