Pages that link to "Item:Q673200"
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The following pages link to Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200):
Displaying 3 items.
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818) (← links)
