๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Testing for a Unit Root in Autoregressive Moving-average Models with Missing Data

โœ Scribed by Dong Wan Shin; Sahadeb Sarkar

Book ID
108549346
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
174 KB
Volume
19
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Bootstrap tests for unit roots in season
Bootstrap tests for unit roots in seasonal autoregressive models
โœ Zacharias Psaradakis ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 101 KB

This paper proposes bootstrap tests for the presence of unit roots in a seasonal autoregressive model. The asymptotic validity of the proposed bootstrap scheme is established, and Monte Carlo experiments are used to investigate the small-sample performance of the tests.