Implementing unit root tests in ARMA models of unknow order
Year of publication: |
2004
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Authors: | Sánchez, Ismael |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 45.2004, 2, p. 249-266
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Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Theorie | Theory | ARMA-Modell | ARMA model |
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