Unbiased estimation as a solution to testing for random walks (Q1352147)
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scientific article; zbMATH DE number 984644
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Unbiased estimation as a solution to testing for random walks |
scientific article; zbMATH DE number 984644 |
Statements
Unbiased estimation as a solution to testing for random walks (English)
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27 February 1997
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C22
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mean squared error
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unit root estimator
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0.7663084268569946
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0.7586641907691956
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0.758592963218689
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0.7554625272750854
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0.7550851702690125
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