ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737): Difference between revisions

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+https://doi.org/10.14490/jjss1995.27.1
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+W2032848722
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Testing for a unit root in time series regression
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+Estimation of a non-invertible moving average process: the case of overdifferencing
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+Hypothesis Testing in ARIMA(p, 1, q) Models
@@ Property / cites work: Hypothesis Testing in ARIMA(p, 1, q) Models / rank @@
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+Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
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