ADF-GLS検定 (Japanese Wikipedia)

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

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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.

jstor.org

Elliott, Graham; Rothenberg, Thomas J.; Stock, James H. (1996). “Efficient Tests for an Autoregressive Unit Root”. Econometrica 64 (4): 813–836. JSTOR 2171846.