Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599): Difference between revisions
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Revision as of 14:19, 11 February 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 |
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Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (English)
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18 September 1994
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large samples
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missing or unequally spaced data
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Monte Carlo study
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\(\text{ARIMA}(0,1,q)\) model
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autoregressive unit root
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irregularly observed sample
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unit root test
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instrumental variable estimation
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ordinary least squares estimator
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