Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (Q5391311)
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scientific article; zbMATH DE number 5875087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum |
scientific article; zbMATH DE number 5875087 |
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Unit-root testing: on the asymptotic equivalence of Dickey-Fuller with the log-log slope of a fitted autoregressive spectrum (English)
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6 April 2011
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augmented Dickey-Fuller
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log-periodogram regression
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spectral analysis
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autoregressive fit
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