Testing the random walk hypothesis: power versus frequency of observation (Q375146): Difference between revisions

@@ Property / author @@
-Pierre Perron
@@ Property / author: Pierre Perron / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1765(85)90058-8
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@@ Property / OpenAlex ID @@
+W3097316749
@@ Property / OpenAlex ID: W3097316749 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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@@ Property / cites work @@
+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots: 2
@@ Property / cites work: Testing for Unit Roots: 2 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the autoregressive parameter with the t statistic
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