Journal article 1099 views
Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
Steve Cook 
Statistics & Probability Letters, Volume: 60, Issue: 1
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/S0167-7152(02)00280-8
Abstract
Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment
| Published in: | Statistics & Probability Letters |
|---|---|
| ISSN: | 0167-7152 |
| Published: |
2002
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15338 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
1 |
| End Page: |
79 |