Estimation for autoregressive time series with a root near 1
Year of publication: |
2001
|
---|---|
Authors: | Roy, Anindya ; Fuller, Wayne A. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 19.2001, 4, p. 482-493
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation |
-
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho, (2009)
-
Identification problems in ESTAR models and a new model
Donauer, Stefanie, (2010)
-
A robust Bayesian approach for unit root testing
Conigliani, Caterina, (2007)
- More ...
-
Testing for trends in the presence of autoregressive error
Roy, Anindya, (2004)
-
Estimation of the Trend Model with Autoregressive Errors
Roy, Anindya, (2004)
-
Theory and Methods - Testing for Trend in the Presence of Autoregressive Error
Roy, Anindya, (2004)
- More ...