An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Zhijie Xiao ; Peter C. B. Phillips
| Year of publication: |
1998
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|---|---|
| Authors: | Xiao, Zhijie ; Phillips, Peter C. B. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 2, p. 27-43
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| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | ARMA-Modell | ARMA model | Schätzung | Estimation | USA | United States | 1947-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443696