Testing for unit roots in the context of misspecified logarithmic random walks. (Q5958523)
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scientific article; zbMATH DE number 1715535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in the context of misspecified logarithmic random walks. |
scientific article; zbMATH DE number 1715535 |
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Testing for unit roots in the context of misspecified logarithmic random walks. (English)
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3 March 2002
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Unit roots
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Dickey-Fuller-test
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Misspecification
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