Testing for unit roots with stationary covariates (Q1810679): Difference between revisions
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| Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
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| Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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| Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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| Property / cites work: Robust tests for spherical symmetry and their application to least squares regression / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0304-4076(03)00093-9 / rank | |||
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| Property / OpenAlex ID: W1866415339 / rank | |||
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Latest revision as of 11:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots with stationary covariates |
scientific article |
Statements
Testing for unit roots with stationary covariates (English)
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9 June 2003
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unit roots
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power envelopes
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structural vector autoregressions
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