A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model |
scientific article |
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A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (English)
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12 January 2017
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panel unit root
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dynamic factors
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maximum likelihood
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Lagrange multiplier
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