RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES |
scientific article; zbMATH DE number 857996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES |
scientific article; zbMATH DE number 857996 |
Statements
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (English)
0 references
20 March 1996
0 references
Student t tests
0 references
lack of power
0 references
size distortions
0 references
Dickey-Fuller type tests
0 references
unit roots
0 references
stationary roots
0 references
autoregressive model
0 references
0 references
0.8103631138801575
0 references
0.8094602823257446
0 references
0.8085500001907349
0 references
0.8007577061653137
0 references
