On testing for unit roots and the initial observation (Q5706722): Difference between revisions
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Property / cites work: Tests for Unit Roots and the Initial Condition / rank | |||
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Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00154.x / rank | |||
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Latest revision as of 10:31, 30 July 2024
scientific article; zbMATH DE number 2231167
Language | Label | Description | Also known as |
---|---|---|---|
English | On testing for unit roots and the initial observation |
scientific article; zbMATH DE number 2231167 |
Statements
On testing for unit roots and the initial observation (English)
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21 November 2005
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economic time series
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Dickey-Fuller test
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GLS detrending
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power comparison
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weighted average
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