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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 162 (2018), pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
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Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-154
Persistent link: https://www.econbiz.de/10003723285
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Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-154
Persistent link: https://www.econbiz.de/10007988706
Cover Image
Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-155
Persistent link: https://www.econbiz.de/10008897651