Testing for a unit root in the presence of moving average errors (Q3834913): Difference between revisions
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| Property / DOI: 10.1093/biomet/76.1.49 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1093/biomet/76.1.49 / rank | |||
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| Property / OpenAlex ID: W4230936166 / rank | |||
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Latest revision as of 21:09, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in the presence of moving average errors |
scientific article |
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Testing for a unit root in the presence of moving average errors (English)
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1989
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testing for unit roots
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time series
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moving average innovations
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instrumental variable estimator
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random walk
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shift in mean
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linear time trend
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