Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088)
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scientific article; zbMATH DE number 110407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection |
scientific article; zbMATH DE number 110407 |
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Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (English)
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4 February 1993
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Pantula-Hall tests
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Dickey-Fuller distributions
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asymptotic distribution
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unit root tests
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local power properties
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