• 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
    5
  • From page
    75
  • To page
    79
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139945