Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mirror image distributions and the Dickey-Fuller regression with a maintained trend |
scientific article |
Statements
Mirror image distributions and the Dickey-Fuller regression with a maintained trend (English)
0 references
15 July 1996
0 references
unit roots
0 references
deterministic trends
0 references
Dickey-Fuller test
0 references
tables
0 references
random walk
0 references
\(t\)-test
0 references
AR-root
0 references
trend \(t\)-statistic
0 references
