The Fractional Unit Root Distribution (Q3349766): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2938213 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1994777237 / rank | |||
Normal rank | |||
Latest revision as of 19:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fractional Unit Root Distribution |
scientific article |
Statements
The Fractional Unit Root Distribution (English)
0 references
1990
0 references
fractional differencing
0 references
ordinary least squares (OLS) estimate
0 references
fractional unit root distribution
0 references
misspecification
0 references
order of differencing
0 references
Testing for unit roots
0 references
functional limit theorems
0 references
