RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529)
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scientific article; zbMATH DE number 857996
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| English | RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES |
scientific article; zbMATH DE number 857996 |
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RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (English)
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20 March 1996
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Student t tests
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lack of power
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size distortions
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Dickey-Fuller type tests
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unit roots
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stationary roots
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autoregressive model
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0.8103631138801575
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0.8094602823257446
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0.8085500001907349
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0.8007577061653137
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