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 17:46, 5 March 2024
scientific article; zbMATH DE number 846065
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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