Testing for a Unit Root in ARIMA Processes

DOI10.1080/0266476042000214547zbMath1121.62489OpenAlexW2045007776MaRDI QIDQ3591928

Philip A. Shively

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476042000214547

zbMATH Keywords

invariantunit rootARIMAgross domestic productpoint-optimal

Mathematics Subject Classification ID

Statistics (62-XX)

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