On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431)
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scientific article; zbMATH DE number 3972025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Theory of Testing for Unit Roots in Observed Time Series |
scientific article; zbMATH DE number 3972025 |
Statements
On the Theory of Testing for Unit Roots in Observed Time Series (English)
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1986
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new most powerful invariant tests
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unit root null hypothesis
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one-sided non-stationary (non-explosive or explosive) alternative hypothesis
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random walk with a constant drift
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von Neumann type ratio
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0.8863315582275391
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0.8813055157661438
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0.8768396973609924
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0.8768396973609924
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0.8424017429351807
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