Testing for a unit root in the presence of moving average errors (Q3834913)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing for a unit root in the presence of moving average errors |
scientific article |
Statements
Testing for a unit root in the presence of moving average errors (English)
0 references
1989
0 references
testing for unit roots
0 references
time series
0 references
moving average innovations
0 references
instrumental variable estimator
0 references
random walk
0 references
shift in mean
0 references
linear time trend
0 references