Mirror image distributions and the Dickey-Fuller regression with a maintained trend
type: Item
instance of: scholarly article
title: Mirror image distributions and the Dickey-Fuller regression with a maintained trend
zbMATH Open document ID: 0848.62046
DOI: 10.1016/0304-4076(94)01724-7
author: Niels Haldrup
published in: Journal of Econometrics
publication date: 1996-07-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 890005
zbMATH Keywords: unit roots
zbMATH Keywords: deterministic trends
zbMATH Keywords: Dickey-Fuller test
zbMATH Keywords: tables
zbMATH Keywords: random walk
zbMATH Keywords: \(t\)-test
zbMATH Keywords: AR-root
zbMATH Keywords: trend \(t\)-statistic
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01724-7
OpenAlex ID: W2006235195
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description: scientific article; zbMATH DE number 890005