Open AccessAn Alternative Unit Root Test Statistic Based on Least Squares Estimator
Author(s) -
KeyIl Shin
Publication year - 2002
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2002.9.3.639
Subject(s) - statistics , mathematics , estimator , test statistic , statistic , generalized least squares , statistical hypothesis testing