Testing for Unit Roots: 2 (Q3702271): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:51, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Unit Roots: 2 |
scientific article |
Statements
Testing for Unit Roots: 2 (English)
0 references
1984
0 references
testing for unit roots
0 references
first order autoregressive process
0 references
tables
0 references
ordinary least squares
0 references
least squares estimator
0 references
exact powers
0 references
random- walk hypothesis
0 references
stability hypothesis
0 references
standard normal approximation
0 references
