Testing for random coefficient autoregressive and stochastic unit root models (Q6039127)
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: Testing for random coefficient autoregressive and stochastic unit root models |
scientific article; zbMATH DE number 7681763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for random coefficient autoregressive and stochastic unit root models |
scientific article; zbMATH DE number 7681763 |
Statements
Testing for random coefficient autoregressive and stochastic unit root models (English)
0 references
3 May 2023
0 references
exact score
0 references
Lagrange multiplier test
0 references
random coefficient autoregressive model
0 references
state space model
0 references
stochastic unit root model
0 references
0 references
0 references
0 references
