Testing for a unit root by frequency domain regression (Q1314478)
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scientific article; zbMATH DE number 502944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root by frequency domain regression |
scientific article; zbMATH DE number 502944 |
Statements
Testing for a unit root by frequency domain regression (English)
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16 February 1994
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testing for unit roots
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autoregressive time series
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spectral estimates
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limit distributions
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assumption of weakly stationary errors
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consistency
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Monte Carlo simulations
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size
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power
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finite samples
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frequency domain tests
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time domain procedures
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size distortion
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negative serial correlation
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