Some properties of exact tests for unit roots (Q4364966)
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scientific article; zbMATH DE number 1088809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of exact tests for unit roots |
scientific article; zbMATH DE number 1088809 |
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Some properties of exact tests for unit roots (English)
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18 November 1997
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autoregressive model
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exact stationary and nonstationary densities
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seasonal time series
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random walk
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most powerful invariant tests
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unit root null hypotheses
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