Testing for Unit Roots: 2 (Q3702271)
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scientific article; zbMATH DE number 3928083
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| English | Testing for Unit Roots: 2 |
scientific article; zbMATH DE number 3928083 |
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Testing for Unit Roots: 2 (English)
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1984
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testing for unit roots
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first order autoregressive process
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tables
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ordinary least squares
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least squares estimator
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exact powers
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random- walk hypothesis
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stability hypothesis
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standard normal approximation
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0.8469082117080688
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0.8221838474273682
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0.8195411562919617
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0.8195411562919617
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0.8186686635017395
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