scientific article; zbMATH DE number 1031975

MaRDI QIDQ4343979zbMATH OpenFDO

Authors M. W. Leslie Chandrakantha, Jatinder S. Mehta, P. A. V. B. Swamy

Publication date 29 September 1997

zbMATH Keywords

time seriesobservational equivalencerandom walk componentfirst differences of a variable

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50)

Recommendations

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• A critique of the application of unit root tests
• JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS

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