Asymptotics for general fractionally integrated processes with applications to unit root tests
Year of publication: |
2003
|
---|---|
Authors: | Wang, Qiying ; Lin, Yan-xia ; Gulati, Chandra M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 1, p. 143-164
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | ARMA-Modell | ARMA model |
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