JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960)
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scientific article; zbMATH DE number 63513
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| English | JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS |
scientific article; zbMATH DE number 63513 |
Statements
JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (English)
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27 September 1992
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Dickey-Fuller test
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random walk
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drift
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moving average process
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instrumental variable estimators
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0.8177711963653564
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0.8151271939277649
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0.8111809492111206
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0.8073715567588806
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