Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices (Q3019741)
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scientific article; zbMATH DE number 5933855
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| English | Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices |
scientific article; zbMATH DE number 5933855 |
Statements
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (English)
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28 July 2011
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asymptotic power
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quadratic trends
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trend uncertainty
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union of rejections decision rule
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unit root test
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0.8621935844421387
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0.8462064862251282
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0.845539927482605
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0.8388040661811829
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0.8300127387046814
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