On the Theory of Testing for Unit Roots in Observed Time Series (Q3738431)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Theory of Testing for Unit Roots in Observed Time Series |
scientific article |
Statements
On the Theory of Testing for Unit Roots in Observed Time Series (English)
0 references
1986
0 references
new most powerful invariant tests
0 references
unit root null hypothesis
0 references
one-sided non-stationary (non-explosive or explosive) alternative hypothesis
0 references
random walk with a constant drift
0 references
von Neumann type ratio
0 references
