Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678)
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: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? |
scientific article; zbMATH DE number 989438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? |
scientific article; zbMATH DE number 989438 |
Statements
Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (English)
0 references
10 March 1997
0 references
difference stationarity
0 references
deterministic trend
0 references
random walk
0 references
LM test
0 references
Monte Carlo
0 references
trend stationarity
0 references
KPSS test
0 references
0 references
0 references
0 references
