A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (Q5299927)
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: A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates |
scientific article; zbMATH DE number 6180009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates |
scientific article; zbMATH DE number 6180009 |
Statements
A Strongly Consistent Criterion to Decide Between I(1) and I(0) Processes Based on Different Convergence Rates (English)
0 references
24 June 2013
0 references
GLS detrending
0 references
Hannan-Rissanen procedure
0 references
least squares estimator
0 references
nonstationarity
0 references
strong consistency
0 references
unit root tests
0 references
0 references
