On testing for unit roots and the initial observation (Q5706722): Difference between revisions

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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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Latest revision as of 10:31, 30 July 2024

scientific article; zbMATH DE number 2231167
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English
On testing for unit roots and the initial observation
scientific article; zbMATH DE number 2231167

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    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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