A note on testing for unit roots in the unobservable trend component of a structural model
Testing for unit roots is a common practice in observable stochastic processes and there is abundant literature on this topic. However, sometimes, one is faced with the same problem but in the case where the processes of inter estare latent or unobservable. In this paper, empirical distributions of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2005-06-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512005000100003&lng=en&tlng=en |