On the stability of the unit root test (Q427976)
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scientific article; zbMATH DE number 6047608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the stability of the unit root test |
scientific article; zbMATH DE number 6047608 |
Statements
On the stability of the unit root test (English)
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18 June 2012
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autoregressive model
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Dickey-Fuller test
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posterior odds
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power
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0.8408127427101135
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0.8325828909873962
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0.8325828909873962
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0.8239738345146179
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0.8156047463417053
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