Marginal likelihood and unit roots (Q276943): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2005.10.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2166748222 / rank | |||
Normal rank | |||
Revision as of 21:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal likelihood and unit roots |
scientific article |
Statements
Marginal likelihood and unit roots (English)
0 references
4 May 2016
0 references
asymptotic distribution
0 references
autoregressive moving average model
0 references
hypothesis testing
0 references
