Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mirror image distributions and the Dickey-Fuller regression with a maintained trend
scientific article

    Statements

    Mirror image distributions and the Dickey-Fuller regression with a maintained trend (English)
    0 references
    0 references
    15 July 1996
    0 references
    0 references
    0 references
    0 references
    0 references
    unit roots
    0 references
    deterministic trends
    0 references
    Dickey-Fuller test
    0 references
    tables
    0 references
    random walk
    0 references
    \(t\)-test
    0 references
    AR-root
    0 references
    trend \(t\)-statistic
    0 references
    0 references