A critique of the application of unit root tests (Q756342)
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scientific article; zbMATH DE number 4190960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A critique of the application of unit root tests |
scientific article; zbMATH DE number 4190960 |
Statements
A critique of the application of unit root tests (English)
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1991
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time series
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stationary series
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random walk
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test for unit roots
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trend stationarity
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power
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likelihood functions
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autocorrelation functions
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unit root processes
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finite samples
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0.91227996
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0.90780294
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0.9004761
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0.8938392
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