Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108): Difference between revisions

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+https://doi.org/10.1016/0165-1765(95)00790-3
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+W2051499448
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+Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Unit-roots test for time-series data with a linear time trend
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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+The Order of Differencing in ARIMA Models
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