Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473)
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scientific article; zbMATH DE number 890005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mirror image distributions and the Dickey-Fuller regression with a maintained trend |
scientific article; zbMATH DE number 890005 |
Statements
Mirror image distributions and the Dickey-Fuller regression with a maintained trend (English)
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15 July 1996
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unit roots
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deterministic trends
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Dickey-Fuller test
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tables
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random walk
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\(t\)-test
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AR-root
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trend \(t\)-statistic
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