Trends versus Random Walks in Time Series Analysis (Q3799525)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4066185
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Trends versus Random Walks in Time Series Analysis |
scientific article; zbMATH DE number 4066185 |
Statements
Trends versus Random Walks in Time Series Analysis (English)
0 references
1988
0 references
random walks
0 references
regression diagnostics
0 references
misspecification
0 references
specification tests
0 references
effects of spurious detrending
0 references
regression
0 references
least squares estimators
0 references
tests
0 references
deterministic time trends
0 references
F tests
0 references
Hausman tests
0 references
Durbin-Watson statistics
0 references
series stationarity
0 references
asymptotic properties of regressions
0 references
excess volatility tests
0 references
integrated time series
0 references
0.818437933921814
0 references
0.8178763389587402
0 references
0.8127961754798889
0 references
0.8083726763725281
0 references
0.8066333532333374
0 references
