Testing for unit roots in autoregressive moving average models: An instrumental variable approach
Title: | Testing for unit roots in autoregressive moving average models: An instrumental variable approach |
Author: | Pantula, Sastry G.; Hall, A. |
Publisher: | North Carolina State University. Dept. of Statistics |
Date: | 1988 |
Series/Report No.: | Institute of Statistics mimeo series 1924 |
URI: |
http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1988_1924.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8391 |
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