Efficient Tests for an Autoregressive Unit Root (Q4895048)
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scientific article; zbMATH DE number 934142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Tests for an Autoregressive Unit Root |
scientific article; zbMATH DE number 934142 |
Statements
Efficient Tests for an Autoregressive Unit Root (English)
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8 June 1998
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nonstationarity
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Ornstein-Uhlenbeck processes
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Dickey-Fuller t-test
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power envelope
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point-optimal tests
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time series
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