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

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