Scrutinizing the capacity of unit root tests in detecting non-stationary time series
Time series data such as asset prices, gross domestic product, and exchange rates almost always exhibit non-stationary in the mean. Hence, a mandatory econometric task before performing time series analysis is to determine whether the series is stationary to avoid spurious regression results. Non-st...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Animo Repository
2009
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| الوصول للمادة أونلاين: | https://animorepository.dlsu.edu.ph/etd_masteral/4424 |
| الوسوم: |
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