Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative (Q2722253): Difference between revisions
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Latest revision as of 14:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative |
scientific article |
Statements
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative (English)
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11 July 2001
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Brownian motion
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consistency
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integrated process
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macroeconomic time series
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stationarity
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unit root test
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