LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LM tests for unit roots in the presence of missing observations: Small sample evidence |
scientific article |
Statements
LM tests for unit roots in the presence of missing observations: Small sample evidence (English)
0 references
16 September 1999
0 references
Lagrange multiplier test
0 references
Monte Carlo simulation
0 references
serial correlation
0 references
stationarity
0 references
unit roots
0 references
missing observations
0 references
