Testing for a unit root in time series regression (Q3787332): Difference between revisions
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Latest revision as of 18:23, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in time series regression |
scientific article |
Statements
Testing for a unit root in time series regression (English)
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1988
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Brownian motion
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weak convergence
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asymptotic null distribution
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least squares regression estimation
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unit root
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time series models
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nuisance parameters
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heterogeneously distributed data
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unit root nonstationarity
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stationarity
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sequence of local alternatives
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noncentral distribution theory
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local asymptotic power functions
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Simulations
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