M-estimator based unit root tests in the ESTAR framework (Q894867)
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scientific article; zbMATH DE number 6513286
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| English | M-estimator based unit root tests in the ESTAR framework |
scientific article; zbMATH DE number 6513286 |
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M-estimator based unit root tests in the ESTAR framework (English)
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24 November 2015
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M-estimator
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LS-estimator
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unit root
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ESTAR
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innovation outlier
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additive outlier
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0.8389852643013
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0.8263518810272217
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0.8259091973304749
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0.8225945830345154
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