Trends versus Random Walks in Time Series Analysis (Q3799525): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2098568609 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:13, 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)
0 references
1988
0 references
random walks
0 references
regression diagnostics
0 references
misspecification
0 references
specification tests
0 references
effects of spurious detrending
0 references
regression
0 references
least squares estimators
0 references
tests
0 references
deterministic time trends
0 references
F tests
0 references
Hausman tests
0 references
Durbin-Watson statistics
0 references
series stationarity
0 references
asymptotic properties of regressions
0 references
excess volatility tests
0 references
integrated time series
0 references
