Testing for a unit root in time series regression (Q3787332)
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scientific article; zbMATH DE number 4050818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for a unit root in time series regression |
scientific article; zbMATH DE number 4050818 |
Statements
Testing for a unit root in time series regression (English)
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1988
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Brownian motion
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weak convergence
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asymptotic null distribution
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least squares regression estimation
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unit root
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time series models
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nuisance parameters
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heterogeneously distributed data
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unit root nonstationarity
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stationarity
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sequence of local alternatives
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noncentral distribution theory
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local asymptotic power functions
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Simulations
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0.8991647958755493
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0.8991643190383911
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0.8981403112411499
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0.8884111046791077
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0.8813055157661438
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