Unit-root detection allowing for measurement error

Statistics and Probability Letters

Volumn 74, Issue 4, 2005, Pages 373-377

  Fukuda, Kosei ^a  

^a NIHON UNIVERSITY   (Japan)

Author keywords

Bayesian information criterion; Filtered least squares; Measurement error; Model selection; Unit root

Indexed keywords

EID: 25144486610     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.059     Document Type: Article

References (11)

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