Unit-root detection allowing for measurement error
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Publication:2573261
DOI10.1016/j.spl.2005.04.059zbMath1115.62009MaRDI QIDQ2573261
Publication date: 7 November 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.059
Bayesian information criterion; Measurement error; Model selection; Unit root; Filtered least squares
62-XX: Statistics
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Cites Work
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