TESTS OF COMMON STOCHASTIC TRENDS (Q4512678)
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scientific article; zbMATH DE number 1525689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS OF COMMON STOCHASTIC TRENDS |
scientific article; zbMATH DE number 1525689 |
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TESTS OF COMMON STOCHASTIC TRENDS (English)
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29 March 2001
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nonparametric adjustment
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cointegration
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stochastic volatility
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random walk
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white noise
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serial correlation
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