Testing for a unit root by frequency domain regression (Q1314478): Difference between revisions

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Latest revision as of 12:05, 22 May 2024

scientific article
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Testing for a unit root by frequency domain regression
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    Testing for a unit root by frequency domain regression (English)
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    16 February 1994
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    testing for unit roots
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    autoregressive time series
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    spectral estimates
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    limit distributions
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    assumption of weakly stationary errors
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    consistency
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    Monte Carlo simulations
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    size
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    power
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    finite samples
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    frequency domain tests
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    time domain procedures
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    size distortion
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    negative serial correlation
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    Identifiers

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