Reducing size distortions of parametric stationarity tests (Q4455659): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2063990879 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Time series: theory and methods / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4039983 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalizations of the KPSS‐test for stationarity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? / rank | |||
Normal rank |
Latest revision as of 16:12, 6 June 2024
scientific article; zbMATH DE number 2059152
Language | Label | Description | Also known as |
---|---|---|---|
English | Reducing size distortions of parametric stationarity tests |
scientific article; zbMATH DE number 2059152 |
Statements
Reducing size distortions of parametric stationarity tests (English)
0 references
16 March 2004
0 references
size distortions
0 references
parametric stationarity tests
0 references
inflation rate
0 references