Highly Insignificant F-Ratios

DOI10.2307/2951723MaRDI QIDQ5287213zbMATHOpenAlexFDO

Authors Peter M. Robinson

Publication date 15 August 1993

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2951723

zbMATH Keywords

ARIMAspectral densityconvergence in probabilityintercepttype I error probabilityslope coefficientnonstationary seriescovariance stationary processesconsistent diagnostichighly insignificant test statistictrending explanatory variableunit root behavior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

Recommendations

• Efficient Tests of Nonstationary Hypotheses
• A Fractional Dickey-Fuller Test for Unit Roots
• A Nonparametric Test for I(0)
• Ratio tests of a unit root

Cited in

(4)

• Evaluation of robinson's (1994) Tests in finite samples
• Testing of unit root and other nonstationary hypotheses in macroeconomic time series
• On the power of durbin-watson statistic against fractionally integrated processes
• Significantly insignificant \(F\) tests

This page was built for publication: Highly Insignificant F-Ratios

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5287213)