A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927): Difference between revisions
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scientific article; zbMATH DE number 6180009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates |
scientific article; zbMATH DE number 6180009 |
Statements
A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (English)
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24 June 2013
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GLS detrending
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Hannan-Rissanen procedure
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least squares estimator
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nonstationarity
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strong consistency
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unit root tests
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