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Testing For Unit Roots: 1 - MaRDI portal

Testing For Unit Roots: 1 (Q3921978)

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English
Testing For Unit Roots: 1
scientific article

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    title
    Testing For Unit Roots: 1 (English)
    0 references
    DOI
    10.2307/1911521
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    published in
    Econometrica
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    publication date
    1981
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    Mathematics Subject Classification ID
    62F03
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    62E15
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    62P20
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    62E20
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    91B84
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    zbMATH DE Number
    3734940
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    zbMATH Keywords
    testing for unit roots
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    least squares estimator
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    random walk hypothesis
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    power functions
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    stochastic difference equation
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    OpenAlex ID
    W2071993552
    0 references
     
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