The power of the augmented Dickey-Fuller test to detect non-stationarity when there is a mix with a stationary variable
Samih Antoine Azar and Najoie I. Nasr
| Year of publication: |
September 2015
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| Authors: | Azar, Samih Antoine ; Nasr, Najoie I. |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 9, p. 885-890
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| Subject: | ADF Test | Public budget balance | Primary surplus | Varying interest rates | Public debt | Nonstationarity | Statistische Methodenlehre | Statistical theory | Öffentliche Schulden | Öffentlicher Haushalt | Public budget | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011459131