Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950): Difference between revisions
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Revision as of 23:22, 19 March 2024
scientific article; zbMATH DE number 223200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing stationarity and trend stationarity against the unit root hypothesis |
scientific article; zbMATH DE number 223200 |
Statements
Testing stationarity and trend stationarity against the unit root hypothesis (English)
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29 June 1993
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weak convergence
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univariate time series
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unit root hypothesis
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time series
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asymptotic null distribution
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Cauchy tests
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non-central Cauchy distribution
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small sample performance
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Monte Carlo simulations
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trend stationarity hypothesis
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