Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q105583552, #quickstatements; #temporary_batch_1704701909081 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? |
scientific article |
Statements
Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (English)
0 references
10 March 1997
0 references
difference stationarity
0 references
deterministic trend
0 references
random walk
0 references
LM test
0 references
Monte Carlo
0 references
trend stationarity
0 references
KPSS test
0 references
