A finite-sample sensitivity analysis of the Dickey–Fuller test under local-to-unity detrending (Q3426402)
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: A finite-sample sensitivity analysis of the Dickey–Fuller test under local-to-unity detrending |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite-sample sensitivity analysis of the Dickey–Fuller test under local-to-unity detrending |
scientific article |
Statements
A finite-sample sensitivity analysis of the Dickey–Fuller test under local-to-unity detrending (English)
0 references
8 March 2007
0 references
local-to-unity detrending
0 references
savings ratio
0 references