Testing for a unit root in the presence of moving average errors (Q3834913): Difference between revisions
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Latest revision as of 01:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in the presence of moving average errors |
scientific article |
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Testing for a unit root in the presence of moving average errors (English)
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1989
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testing for unit roots
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time series
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moving average innovations
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instrumental variable estimator
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random walk
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shift in mean
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linear time trend
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