Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031)
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scientific article; zbMATH DE number 1452433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers |
scientific article; zbMATH DE number 1452433 |
Statements
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (English)
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24 May 2000
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hypothesis test
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modified Phillips-Perron test
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Dickey-Fuller procedure
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