On the performance of the DHF tests against nonstationary alternatives (Q2489804)
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scientific article; zbMATH DE number 5020929
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| English | On the performance of the DHF tests against nonstationary alternatives |
scientific article; zbMATH DE number 5020929 |
Statements
On the performance of the DHF tests against nonstationary alternatives (English)
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28 April 2006
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Seasonality
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Vector of quarters
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Unit root tests
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DHF test
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0.86818534
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0.8499937
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0.8369294
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0.83294547
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0.8316937
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