Testing for random coefficient autoregressive and stochastic unit root models (Q6039127)
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scientific article; zbMATH DE number 7681763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for random coefficient autoregressive and stochastic unit root models |
scientific article; zbMATH DE number 7681763 |
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Testing for random coefficient autoregressive and stochastic unit root models (English)
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3 May 2023
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exact score
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Lagrange multiplier test
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random coefficient autoregressive model
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state space model
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stochastic unit root model
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