TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (Q4892828)
From MaRDI portal
scientific article; zbMATH DE number 922074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA |
scientific article; zbMATH DE number 922074 |
Statements
TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA (English)
0 references
8 June 1998
0 references
autoregressive model
0 references
large sample
0 references
unequally spaced data
0 references
Monte Carlo study
0 references
unit root
0 references
missing data
0 references
Newton-Raphson estimator
0 references
