Testing the null of stationarity for multiple time series (Q1305677)
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scientific article; zbMATH DE number 1342899
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Testing the null of stationarity for multiple time series |
scientific article; zbMATH DE number 1342899 |
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Testing the null of stationarity for multiple time series (English)
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1999
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Null of stationery
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LM test
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Sargan-Bhargava-Durbin-Hausman test
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Multiple time series
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0.824674665927887
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0.8162587881088257
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0.8100262880325317
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