An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677)
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scientific article; zbMATH DE number 1924793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. |
scientific article; zbMATH DE number 1924793 |
Statements
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (English)
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9 June 2003
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Instrumental variable estimation
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One-sided test
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Recursive mean adjustment
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0.9181775
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0.9057696
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0.9024409
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0.9017043
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