Testing the unit root hypothesis using generalized range statistics (Q2772841)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing the unit root hypothesis using generalized range statistics |
scientific article; zbMATH DE number 1708309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the unit root hypothesis using generalized range statistics |
scientific article; zbMATH DE number 1708309 |
Statements
Testing the unit root hypothesis using generalized range statistics (English)
0 references
19 February 2002
0 references
unit root tests
0 references
long memory
0 references
rescaled range statistics
0 references
