A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736)
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scientific article; zbMATH DE number 6619284
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| English | A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors |
scientific article; zbMATH DE number 6619284 |
Statements
A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (English)
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25 August 2016
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dynamic factors
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likelihood ratio
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maximum likelihood
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panel unit root
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0.9630363
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0.9399626
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0.89523894
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0.8825862
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0.88258106
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0.87509733
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0.8733418
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0.8675214
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