منابع مشابه
On time series with randomized unit root and randomized seasonal unit root
A time series model with possibly a randomized unit root and a randomized seasonal unit root is considered. Two statistical tests are developed for the null hypothesis of 3xed unit roots against the alternative that the roots are random and 5uctuate about the value of one. The testing problem is addressed via the score test approach. The asymptotic representations of the test statistics in term...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2005
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466605050462