A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736)
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| 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 |
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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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