A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610918.2012.679760 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2025381557 / rank | |||
Normal rank | |||
Revision as of 01:11, 20 March 2024
scientific article; zbMATH DE number 6180009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates |
scientific article; zbMATH DE number 6180009 |
Statements
A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (English)
0 references
24 June 2013
0 references
GLS detrending
0 references
Hannan-Rissanen procedure
0 references
least squares estimator
0 references
nonstationarity
0 references
strong consistency
0 references
unit root tests
0 references
