Unit root testing in ARMA models: A likelihood ratio approach
Year of publication: |
2016
|
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Authors: | Hernández González, Juan Ramón |
Publisher: |
Ciudad de México : Banco de México |
Subject: | Likelihood ratio test | ARMA model | Unit root test |
Series: | Working Papers ; 2016-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 857679171 [GVK] hdl:10419/174433 [Handle] RePEc:bdm:wpaper:2016-03 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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Unit root testing in ARMA models : a likelihood ratio approach
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Unit root testing in ARMA models : a likelihood ratio approach
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