𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Amendments and Corrections: Testing for a Unit Root in the Presence of Moving Average Errors

✍ Scribed by Alastair Hall


Book ID
124299646
Publisher
Oxford University Press
Year
1990
Tongue
English
Weight
150 KB
Volume
77
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Unit root testing in the presence of ARF
✍ Gaowen Wang πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 176 KB πŸ‘ 2 views

## Abstract We consider asymptotic behavior of self‐normalized sums of autoregressive fractionally integrated moving average (ARFIMA) processes whose innovations are GARCH errors. The asymptotic distribution of the sums is derived under very mild conditions. Applications to unit root tests with ARF