Highly Insignificant F-Ratios

DOI10.2307/2951723zbMATH Open0771.62020OpenAlexW2095361341MaRDI QIDQ5287213FDOQ5287213

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

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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)

Cited In (4)

• 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
• Evaluation of robinson's (1994) Tests in finite samples

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