A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors |
scientific article; zbMATH DE number 6619284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors |
scientific article; zbMATH DE number 6619284 |
Statements
A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (English)
0 references
25 August 2016
0 references
dynamic factors
0 references
likelihood ratio
0 references
maximum likelihood
0 references
panel unit root
0 references
0 references
0 references
0 references
0.9630363
0 references
0.9399626
0 references
0.89523894
0 references
0.8825862
0 references
0.88258106
0 references
0.87509733
0 references
0.8733418
0 references
0.8675214
0 references
