LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890)
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scientific article; zbMATH DE number 1328442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LM tests for unit roots in the presence of missing observations: Small sample evidence |
scientific article; zbMATH DE number 1328442 |
Statements
LM tests for unit roots in the presence of missing observations: Small sample evidence (English)
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16 September 1999
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Lagrange multiplier test
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Monte Carlo simulation
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serial correlation
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stationarity
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unit roots
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missing observations
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