BIC-based unit-root detection: simulation-based evidence (Q864807)
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scientific article; zbMATH DE number 5125245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BIC-based unit-root detection: simulation-based evidence |
scientific article; zbMATH DE number 5125245 |
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BIC-based unit-root detection: simulation-based evidence (English)
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13 February 2007
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BIC
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model selection
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unit root
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numerical examples
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hypothesis testing
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Bayesian information criterion
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