TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811)
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scientific article; zbMATH DE number 946919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION |
scientific article; zbMATH DE number 946919 |
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TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (English)
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23 March 1997
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differencing
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asymptotic critical values
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overdifferencing
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moving-average unit root
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time series regression models
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Gaussian autoregressive moving-average errors
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integrated process
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locally best invariant unbiased tests
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limiting distribution
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simulation
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