Πλοήγηση ανά Θέμα "TIME-SERIES REGRESSION"
Αποτελέσματα 1-2 από 2
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Forecasting the stationary AR(1) with an almost unit root
(2006)Although unit root tests have made a great contribution in time series econometrics, their major disadvantage is the low powers they attain on certain occasions, as for the case of the stationary AR(1), when phi is close ... -
A sequential procedure for testing the existence of a random walk model in finite samples
(2008)Given the random walk model, we show, for the traditional unrestricted regression used in testing stationarity, that no matter what the initial value of the random walk is or its drift or its error standard deviation, the ...