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The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process

Published online by Cambridge University Press:  18 October 2010

Sastry G. Pantula
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 5 , Issue 3 , December 1989 , pp. 453
Copyright
Copyright © Cambridge University Press 1989

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References

REFERENCES

1.Said, S.E. & Dickey, D.A. [2]. Hypothesis testing in ARIMA (p,l,q) models. Journal of the American Statistical Association 80 (1985): 369–374.CrossRefGoogle Scholar
2.Schwert, G.W. [1]. Tests for unit roots: A Monte Carlo Investigation. Journal of Business and Economic Statistics 7 (1989): 147–160.CrossRefGoogle Scholar