In this paper we extend the large-sample results provided for the augmented Dickey—Fuller test by Said and Dickey (1984, Biometrika 71, 599—607) and Chang and Park (2002, Econometric Reviews 21, ...
This paper proposes an Augmented Dickey—Fuller (ADF) coefficient test for detecting the presence of a unit root in autoregressive moving average (ARMA) models of unknown order. Although the limit ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback