RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579): Difference between revisions

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Revision as of 09:49, 24 May 2024

scientific article; zbMATH DE number 846065
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English
RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS
scientific article; zbMATH DE number 846065

    Statements

    RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (English)
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    11 November 1996
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    autoregressive moving-average models
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    order estimation
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    instrumental variables estimation
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    unit root tests
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    residual autocovariances
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    time series
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    model selection procedure
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    least squares residual autocorrelations
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    Identifiers