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Time series analysis / Parametric statistics / Estimation theory / Normal distribution / Linear least squares / Autoregressive conditional heteroskedasticity / Maximum likelihood / Unit root / Least squares / Statistics / Econometrics / Regression analysis


Testing for a unit root in noncausal autoregressive models
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Document Date: 2013-11-20 06:24:19

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Currency

pence / /

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Facility

University of Helsinki / Pentti Saikkoneny University of Helsinki / /

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Holiday

Assumption / /

IndustryTerm

stationary solution / economic applications / potential applications / /

Organization

Finnish Cultural Foundation / Stockholm School of Economics / University of Helsinki / Tom Hedelius' Foundation / Bank of Finland / Monetary Policy and Research Department / Department of Economics / OP-Pohjola Group Research Foundation / Center for Economic Statistics / Department of Mathematics and Statistics / Academy of Finland / /

Person

Rickard Sandberg Testing / Rickard Sandbergz / Jan Wallander / Tom Hedelius / /

Position

rst author / second author / /

ProgrammingLanguage

ML / /

PublishedMedium

Econometric Theory / /

Technology

diagnostic tests / /

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