✦ LIBER ✦

Testing for a Unit Root in the Presence of Moving Average Errors

✍ Scribed by Alastair Hall

Book ID: 124289495
Publisher: Oxford University Press
Year: 1989
Tongue: English
Weight: 932 KB
Volume: 76
Category: Article
ISSN: 0006-3444
DOI: 10.2307/2336368

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Amendments and Corrections: Testing for

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

✍ Alastair Hall 📂 Article 📅 1990 🏛 Oxford University Press 🌐 English ⚖ 150 KB

Unit roots in the presence of moving ave

Unit roots in the presence of moving average errors: tests of consumer price inflation

✍ Freeman, Donald G. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 317 KB

Seasonal Moving-average Unit Root Tests

Seasonal Moving-average Unit Root Tests in the Presence of a Linear Trend

✍ Wing-kuen Tam; Gregory Reinsel 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 285 KB

Unit root testing in the presence of ARF

Unit root testing in the presence of ARFIMA–GARCH errors

✍ Gaowen Wang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB 👁 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

Testing for a Unit Root in Autoregressiv

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

✍ Dong Wan Shin; Sahadeb Sarkar 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

UNIT ROOT TESTING IN THE PRESENCE OF HEA

UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS

✍ Gaowen Wang; Wei-Lin Mao 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 181 KB