BIC-based unit-root detection: simulation-based evidence
type: Item
instance of: scholarly article
title: BIC-based unit-root detection: simulation-based evidence
zbMATH Open document ID: 1104.65300
author: Kosei Fukuda
published in: Applied Mathematics and Computation
publication date: 2007-02-13T00:00:00Z
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 5125245
zbMATH Keywords: BIC
zbMATH Keywords: model selection
zbMATH Keywords: unit root
zbMATH Keywords: numerical examples
zbMATH Keywords: hypothesis testing
zbMATH Keywords: Bayesian information criterion
MaRDI profile type: Publication
full work available at URL: j.amc.2006.05.110
OpenAlex ID: W2059924846
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DOI: 10.1016/J.AMC.2006.05.110
description: scientific article; zbMATH DE number 5125245