Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (Q4299466): Difference between revisions
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Latest revision as of 00:54, 20 March 2024
scientific article; zbMATH DE number 600060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends |
scientific article; zbMATH DE number 600060 |
Statements
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends (English)
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22 August 1994
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ARIMA model
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unit root tests
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tables
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nonstationary time series
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stochastic trends
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Lagrange multiplier principle
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functionals of stochastic integrals
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Brownian bridge
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deterministic trend
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numerical example
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powers
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finite samples
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Monte Carlo
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