A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors |
scientific article |
Statements
A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (English)
0 references
25 August 2016
0 references
dynamic factors
0 references
likelihood ratio
0 references
maximum likelihood
0 references
panel unit root
0 references
