A consistent test for the null of stationarity against the alternative of a unit root (Q1195085): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A chi-square test for a unit root / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Distributions involving norms of correlated Gaussian vectors / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A cointegration approach to estimating preference parameters / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank | |||
Normal rank | |||
Latest revision as of 13:35, 16 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistent test for the null of stationarity against the alternative of a unit root |
scientific article |
Statements
A consistent test for the null of stationarity against the alternative of a unit root (English)
0 references
5 October 1992
0 references
0 references
