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Search: subject:"MA unit root"
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MA unit root
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Null of stationarity
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mixed-frequency regression
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normal distribution
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power
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variance difference
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Abeysinghe, Tilak
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Rajaguru, Gulasekaran
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Phillips, Peter C. B.
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East Asian Bureau of Economic Research (EABER)
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Department of Economics, National University of Singapore
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ECONIS (ZBW)
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Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
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2
A Gaussian Test for Cointegration
Abeysinghe, Tilak
;
Rajaguru, Gulasekaran
-
East Asian Bureau of Economic Research (EABER)
-
2010
deviations from a long-run relationship. What is noteworthy about this
MA
unit
root
test, based on a variance-difference, is that …
Persistent link: https://www.econbiz.de/10009365465
Saved in:
3
A Gaussian Test for Cointegration
Rajaguru, Gulasekaran
;
Abeysinghe, Tilak
-
Department of Economics, National University of Singapore
-
2009
deviations from a long-run relationship. What is noteworthy about this
MA
unit
root
test, based on a variance-difference, is that …
Persistent link: https://www.econbiz.de/10008493490
Saved in:
4
A Gaussian Test for Cointegration
Abeysinghe, Tilak
;
Rajaguru, Gulasekaran
-
East Asian Bureau of Economic Research (EABER)
-
2009
deviations from a long-run relationship. What is noteworthy about this
MA
unit
root
test, based on a variance-difference, is that …
Persistent link: https://www.econbiz.de/10009365337
Saved in:
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