Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994)
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scientific article; zbMATH DE number 6714729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in the presence of uncertainty over both the trend and initial condition |
scientific article; zbMATH DE number 6714729 |
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition (English)
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12 May 2017
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unit root test
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trend uncertainty
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initial condition uncertainty
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asymptotic power
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union of rejections decision rule
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0.96234876
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0.9545285
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0.9244713
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0.92408794
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0.92083514
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0.9179591
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0.91045755
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