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Autor:
Ilias Kevork, George E. Halkos Asst.
Publikováno v:
Journal of Applied Statistics. 32:45-60
In this paper we evaluate the performance of three methods for testing the existence of a unit root in a time series, when the models under consideration in the null hypothesis do not display autocorrelation in the error term. In such cases, simple v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ac47d831d490c596db119bf8fac56b3
https://doi.org/10.1080/0266476052000330286
https://doi.org/10.1080/0266476052000330286
