The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830)
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: The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis |
scientific article; zbMATH DE number 1370488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis |
scientific article; zbMATH DE number 1370488 |
Statements
The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (English)
0 references
25 November 1999
0 references
power comparisons
0 references
unit root tests
0 references
time series
0 references
0.9017384
0 references
0.8835791
0 references
0.8665201
0 references
0.86388755
0 references
0.8554394
0 references
