Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599)
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scientific article; zbMATH DE number 571680
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| English | Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples |
scientific article; zbMATH DE number 571680 |
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Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (English)
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18 September 1994
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large samples
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missing or unequally spaced data
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Monte Carlo study
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\(\text{ARIMA}(0,1,q)\) model
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autoregressive unit root
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irregularly observed sample
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unit root test
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instrumental variable estimation
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ordinary least squares estimator
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0.8885349035263062
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0.8338574767112732
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0.8307881355285645
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