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

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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?
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    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)
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    10 March 1997
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    difference stationarity
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    deterministic trend
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    random walk
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    LM test
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    Monte Carlo
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    trend stationarity
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    KPSS test
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