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
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:57, 5 March 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
