ADF-GLS test (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "ADF-GLS test" in English language version.

refsWebsite

Global rank English rank

2^nd place

2^nd place

4,270^th place

2,990^th place

doi.org

Cheung, Yin-Wong; Kon S. Lai (1995). "Practitioner's Corner: Lag Order and Critical Values of a Modified Dickey-Fuller Test". Oxford Bulletin of Economics and Statistics. 57 (3): 411–419. doi:10.1111/j.1468-0084.1995.mp57003008.x.

repec.org

ideas.repec.org

Efficient Tests for an Autoregressive Unit Root, Elliott, Rothenberg and Stock, Econometrica Vol. 64, No. 4, pp. 813-836, Jul., 1996