Testing a Unit Root Based on Aggregate Time Series (Q5457983)
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scientific article; zbMATH DE number 5261942
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| English | Testing a Unit Root Based on Aggregate Time Series |
scientific article; zbMATH DE number 5261942 |
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Testing a Unit Root Based on Aggregate Time Series (English)
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10 April 2008
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aggregate time series
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Dickey-Fuller tests
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random walk model
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right-shifted distribution
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significance level
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unit root
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0.8341016173362732
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0.8237183690071106
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0.8075470924377441
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0.8061959147453308
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0.7916845083236694
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