Testing for a unit root in time series regression (Q3787332): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q56851877 / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2097580026 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in time series regression |
scientific article |
Statements
Testing for a unit root in time series regression (English)
0 references
1988
0 references
Brownian motion
0 references
weak convergence
0 references
asymptotic null distribution
0 references
least squares regression estimation
0 references
unit root
0 references
time series models
0 references
nuisance parameters
0 references
heterogeneously distributed data
0 references
unit root nonstationarity
0 references
stationarity
0 references
sequence of local alternatives
0 references
noncentral distribution theory
0 references
local asymptotic power functions
0 references
Simulations
0 references
