Unit-root detection allowing for measurement error (Q2573261): Difference between revisions

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+https://doi.org/10.1016/j.spl.2005.04.059
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+W2070606149
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+A new look at the statistical model identification
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q3783791
@@ Property / cites work: Q3783791 / rank @@
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+The estimation of the order of an ARMA process
@@ Property / cites work: The estimation of the order of an ARMA process / rank @@
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+New small sample estimators for cointegration regression: low-pass spectral filter method
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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