A modified ADF test for geometric ARMA processes
Fathali Firoozi, Donald Lien
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Firoozi, Fathali ; Lien, Da-hsiang Donald |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 15.2016, 2, p. 173-179
|
| Subject: | autoregressive moving average processes | order approximation | infinite order | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011612871