Efficient Tests for an Autoregressive Unit Root (Q4895048)
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: Efficient Tests for an Autoregressive Unit Root |
scientific article; zbMATH DE number 934142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient Tests for an Autoregressive Unit Root |
scientific article; zbMATH DE number 934142 |
Statements
Efficient Tests for an Autoregressive Unit Root (English)
0 references
8 June 1998
0 references
nonstationarity
0 references
Ornstein-Uhlenbeck processes
0 references
Dickey-Fuller t-test
0 references
power envelope
0 references
point-optimal tests
0 references
time series
0 references
0.8800785541534424
0 references
0.8695996403694153
0 references
0.8616401553153992
0 references
0.8591294288635254
0 references
