Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 03:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power of the Lagrange multiplier test for testing an autoregressive unit root |
scientific article |
Statements
Power of the Lagrange multiplier test for testing an autoregressive unit root (English)
0 references
27 February 1997
0 references
Autoregressive integrated moving average model
0 references
Autoregressive unit root
0 references
Lagrange multiplier test
0 references
