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)
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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? |
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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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