Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200)
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scientific article; zbMATH DE number 985438
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| English | Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large |
scientific article; zbMATH DE number 985438 |
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Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (English)
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28 February 1997
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Time series
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Unit root test
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Instrumental variables
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Singular cross product matrix
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0.8745283
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0.8679305
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0.8625424
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0.86089176
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