Sample size, lag order and critical values of seasonal unit root tests.

David I. Harvey Dick van Dijk

Published in: Comput. Stat. Data Anal. (2006)

Keyphrases

sample size
confidence intervals
model selection
statistical tests
random sampling
upper bound
pac learning
progressive sampling
feature extraction
hypothesis tests
small sample size
small sample
variance reduction
information criterion
experimental design
statistical hypothesis testing
covariance matrix