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scientific article; zbMATH DE number 1069580
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| English | No label defined |
scientific article; zbMATH DE number 1069580 |
Statements
5 January 1998
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testing for unit autoregressive roots
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unobserved stochastic components
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fractional difference models
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persistence of shocks
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parsimoniously parametrized time series
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long-term inference
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0.8722793
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0.8627431
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0.8616055
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0.8546218
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0.85360324
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0.85177565
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