Pages that link to "Item:Q2816736"
From MaRDI portal
The following pages link to A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736):
Displaying 3 items.
- Likelihood-based specification tests for dynamic factor models (Q2926308) (← links)
- A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
- An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors (Q5351732) (← links)