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Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order

✍ Scribed by Said E. Said and David A. Dickey

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for unit roots in autoregressive

✍ SAID, SAID E.; DICKEY, DAVID A. 📂 Article 📅 1984 🏛 Oxford University Press 🌐 English ⚖ 421 KB

Testing for a Unit Root in Autoregressiv

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

RESULTS ON ESTTMATION AND TESTING FOR A

✍ Sook Fwe Yap; Gregory C. Reinsel 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 729 KB

Unit Root Tests Based on Unconditional M

✍ Dong Wan Shin; Wayne Fuller 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 169 KB

Simple Procedures for Testing Autoregres

✍ Colin R. McKenzie; Michael McAleer; Len Gill 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 234 KB

A Method for Testing the Order of an Aut

✍ E. J. Godolphin 📂 Article 📅 1980 🏛 Oxford University Press 🌐 English ⚖ 535 KB