An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
type: Item
instance of: scholarly article
title: An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
zbMATH Open document ID: 1191.62155
DOI: 10.1016/S0304-4076(03)00091-5
author: Dong Wan Shin
author: Oesook Lee
published in: Journal of Econometrics
publication date: 2003-06-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1924793
zbMATH Keywords: Instrumental variable estimation
zbMATH Keywords: One-sided test
zbMATH Keywords: Recursive mean adjustment
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1924793