Implementing unit root tests in ARMA models of unknow order
Ismael Śanchez
| 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
|
| Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Theorie | Theory | ARMA-Modell | ARMA model |
| 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/10001959431