Trends versus Random Walks in Time Series Analysis (Q3799525): Difference between revisions
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Latest revision as of 20:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trends versus Random Walks in Time Series Analysis |
scientific article |
Statements
Trends versus Random Walks in Time Series Analysis (English)
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1988
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random walks
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regression diagnostics
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misspecification
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specification tests
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effects of spurious detrending
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regression
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least squares estimators
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tests
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deterministic time trends
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F tests
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Hausman tests
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Durbin-Watson statistics
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series stationarity
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asymptotic properties of regressions
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excess volatility tests
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integrated time series
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