Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-7152(94)90103-1 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2040244985 / rank | |||
Normal rank | |||
Revision as of 19:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples |
scientific article |
Statements
Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (English)
0 references
18 September 1994
0 references
large samples
0 references
missing or unequally spaced data
0 references
Monte Carlo study
0 references
\(\text{ARIMA}(0,1,q)\) model
0 references
autoregressive unit root
0 references
irregularly observed sample
0 references
unit root test
0 references
instrumental variable estimation
0 references
ordinary least squares estimator
0 references
