مرکز منطقه ای اطلاع رساني علوم و فناوري - A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment

Title of article :

A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment

Author/Authors :

Rafaela Dios-Palomares، نويسنده , , Jose A. Roldan، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

2685

To page :

2705

Keywords :

Dickey–Fuller tests , Non-similarity , Nominal size , Monte Carlo simulations , Unit root , Empirical size

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2006

Journal title :

Journal of Statistical Planning and Inference

Record number :

220183

Link To Document :