✦ LIBER ✦

Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series

✍ Scribed by Nicolaos G. Fountis and David A. Dickey

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ORDER DETERMINATION OF MULTIVARIATE AUTO

✍ Jostein Paulsen 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 531 KB

Likelihood Ratio Statistics for Autoregr

✍ David A. Dickey and Wayne A. Fuller 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

Dickey–Fuller, Lagrange Multiplier and C

✍ Kosuke Oya; Hiro Toda 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Distribution of the Estimators for Autor

✍ Dickey, David A.; Fuller, Wayne A. 📂 Article 📅 1979 🏛 American Statistical Association 🌐 English ⚖ 745 KB

Distribution of the Estimators for Autor

✍ David A. Dickey and Wayne A. Fuller 📂 Article 📅 1979 🏛 American Statistical Association 🌐 English ⚖ 699 KB

Testing for a unit root in time series w

✍ Jim Lee 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 867 KB