A differencing test
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Publication:4853094
DOI10.1080/07474939508800313zbMath0825.62674OpenAlexW1964151464MaRDI QIDQ4853094
Publication date: 13 December 1995
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/2083
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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Cites Work
- Estimation of a non-invertible moving average process: the case of overdifferencing
- Intertemporal consumer behaviour under structural changes in income
- Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
- Differencing as a Test of Specification
- A Simplified Version of the Differencing Test
- On the Asymptotic Distribution of the Autocorrelations of a Sample from a Linear Stochastic Process
- On Limit Theorems for Quadratic Functions of Discrete Time Series
- The use of dummy variables in consumption models
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