مرکز منطقه ای اطلاع رساني علوم و فناوري - Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment

Title of article :

Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment

Author/Authors :

Steven Cook، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

Unit root test , Structural breaks , Monte Carlo methods , Recursive mean adjustment

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139945

Link To Document :