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An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag - MaRDI portal

An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag (Q1931358)

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scientific article; zbMATH DE number 6130698
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English
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
scientific article; zbMATH DE number 6130698

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    An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag (English)
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    25 January 2013
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    unit root tests
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    bridge estimation
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