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Testing the null of stationarity for multiple time series - MaRDI portal

Testing the null of stationarity for multiple time series (Q1305677)

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scientific article; zbMATH DE number 1342899
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English
Testing the null of stationarity for multiple time series
scientific article; zbMATH DE number 1342899

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    Testing the null of stationarity for multiple time series (English)
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    1999
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    Null of stationery
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    LM test
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    Sargan-Bhargava-Durbin-Hausman test
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    Multiple time series
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