On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001)
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scientific article; zbMATH DE number 2169577
Language | Label | Description | Also known as |
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English | On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
scientific article; zbMATH DE number 2169577 |
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On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (English)
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20 May 2005
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unit root tests
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Dickey-Fuller test
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Phillips-Perron test
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