scientific article; zbMATH DE number 7578299

MaRDI QIDQ5101818

E. Castaño, Jorge Martinez

Publication date: 30 August 2022

Full work available at URL: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512009000200008&lng=en&nrm=iso&tlng=es

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unit rootautocorrelation functionARMA modelstochastic trenddeterministic modelDickey-Fuller test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A critique of the application of unit root tests
• Recursive estimation and time-series analysis. An introduction
• Bayesian forecasting and dynamic models
• Estimating the dimension of a model
• Smoothness priors analysis of time series
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL
• Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
• Testing for a unit root in time series regression
• Diagnostic testing of univariate time series models
• Testing for a unit root in the presence of moving average errors
• Integration Versus Trend Stationary in Time Series
• On a measure of lack of fit in time series models
• TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• Efficient Tests for an Autoregressive Unit Root
• Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

This page was built for publication: