On the Size Properties of Phillips-Perron Tests (Q4258765): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:00, 6 February 2024
scientific article; zbMATH DE number 1336688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Size Properties of Phillips-Perron Tests |
scientific article; zbMATH DE number 1336688 |
Statements
On the Size Properties of Phillips-Perron Tests (English)
0 references
14 September 1999
0 references
unit root tests
0 references
Phillips-Perron test
0 references
asymptotic levels
0 references
simulations
0 references
accuracy of nominal size
0 references
