An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors (Q5351732)
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scientific article; zbMATH DE number 6767032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors |
scientific article; zbMATH DE number 6767032 |
Statements
An LM-type test for idiosyncratic unit roots in the exact factor model with integrated factors (English)
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30 August 2017
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dynamic factors
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Lagrange multiplier
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maximum likelihood
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panel unit root
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limiting distribution
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