Unit root test: An unconditional maximum likelihood approach

zbMath0956.62078MaRDI QIDQ1577431

David A. Dickey, Graciela M. González-Farías

Publication date: 4 January 2001

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

time seriesunit rootsnonstationary

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Implementing unit roost tests in ARMA models of unknown order

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