Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950)
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: Testing stationarity and trend stationarity against the unit root hypothesis |
scientific article; zbMATH DE number 223200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing stationarity and trend stationarity against the unit root hypothesis |
scientific article; zbMATH DE number 223200 |
Statements
Testing stationarity and trend stationarity against the unit root hypothesis (English)
0 references
29 June 1993
0 references
weak convergence
0 references
univariate time series
0 references
unit root hypothesis
0 references
time series
0 references
asymptotic null distribution
0 references
Cauchy tests
0 references
non-central Cauchy distribution
0 references
small sample performance
0 references
Monte Carlo simulations
0 references
trend stationarity hypothesis
0 references
0 references
0.8654216527938843
0 references
0.863160252571106
0 references
0.8426170349121094
0 references
0.8303859233856201
0 references
