RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q4837794)
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scientific article; zbMATH DE number 769877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL |
scientific article; zbMATH DE number 769877 |
Statements
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL (English)
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3 July 1995
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univariate autoregressive moving-average model
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likelihood ratio test
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error-correction model
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tables
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review
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limiting distribution
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Gaussian estimation
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ARMA model
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finite sample properties
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unit root test procedures
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simulation
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