The Fractional Unit Root Distribution (Q3349766): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:38, 18 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fractional Unit Root Distribution |
scientific article |
Statements
The Fractional Unit Root Distribution (English)
0 references
1990
0 references
fractional differencing
0 references
ordinary least squares (OLS) estimate
0 references
fractional unit root distribution
0 references
misspecification
0 references
order of differencing
0 references
Testing for unit roots
0 references
functional limit theorems
0 references
