RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794)
From MaRDI portal
scientific article; zbMATH DE number 769877
Language | Label | Description | Also known as |
---|---|---|---|
English | RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL |
scientific article; zbMATH DE number 769877 |
Statements
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (English)
0 references
3 July 1995
0 references
univariate autoregressive moving-average model
0 references
likelihood ratio test
0 references
error-correction model
0 references
tables
0 references
review
0 references
limiting distribution
0 references
Gaussian estimation
0 references
ARMA model
0 references
finite sample properties
0 references
unit root test procedures
0 references
simulation
0 references