RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579)
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scientific article; zbMATH DE number 846065
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| English | RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS |
scientific article; zbMATH DE number 846065 |
Statements
RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (English)
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11 November 1996
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autoregressive moving-average models
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order estimation
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instrumental variables estimation
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unit root tests
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residual autocovariances
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time series
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model selection procedure
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least squares residual autocorrelations
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0.92015254
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0.91506696
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0.90860087
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0.89452136
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0.8920911
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