| Автор | Saikkonen, Pentti |
| Дата выпуска | 1993 |
| dc.description | It is shown that in a first-order mixed autoregressive moving average model, a Lagrange multiplier test for the autoregressive unit-root hypothesis can be inconsistent against stationary alternatives. |
| Формат | application.pdf |
| Издатель | Cambridge University Press |
| Копирайт | Copyright © Cambridge University Press 1993 |
| Название | A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root |
| Тип | research-article |
| DOI | 10.1017/S0266466600007787 |
| Electronic ISSN | 1469-4360 |
| Print ISSN | 0266-4666 |
| Журнал | Econometric Theory |
| Том | 9 |
| Первая страница | 494 |
| Последняя страница | 498 |
| Аффилиация | Saikkonen Pentti; University of Helsinki |
| Выпуск | 3 |
