Πλοήγηση ανά Θέμα "model selection"
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Bootstrapping the augmented Dickey-Fuller test for unit root using the MDIC
(2012)In this paper, we consider the bootstrap procedure for the augmented Dickey-Fuller (ADF) unit root test by implementing the modified divergence information criterion (MDIC, Mantalos et al. [An improved divergence information ...