An Adf Coefficient Test for a Unit Root in Arma Models of Unknown Order with Empirical Applications to the Us Economy
Year of publication: |
1999
|
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Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Einheitswurzeltest | Unit root test |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Econometrics Journal, Vol. 1, 1998 Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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