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~isPartOf:"Journal of applied econometrics"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"ARMA model"
~type_genre:"Article in journal"
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Moosa, Imad A.
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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