Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031): Difference between revisions

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Latest revision as of 21:05, 19 March 2024

scientific article; zbMATH DE number 1452433
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English
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
scientific article; zbMATH DE number 1452433

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    Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (English)
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    24 May 2000
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    hypothesis test
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    modified Phillips-Perron test
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    Dickey-Fuller procedure
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