Testing for random coefficient autoregressive and stochastic unit root models
Daisuke Nagakura
| Year of publication: |
2023
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| Authors: | Nagakura, Daisuke |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 1, p. 117-129
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| Subject: | exact score | Lagrange multiplier test | random coefficient autoregressive model | state space model | stochastic unit root model | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288865