The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613)
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scientific article; zbMATH DE number 6120403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root |
scientific article; zbMATH DE number 6120403 |
Statements
The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (English)
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1 January 2013
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Dickey-Fuller
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joint confirmation hypothesis
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joint distribution
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Monte Carlo experiments
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