Title of article :
Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends
Author/Authors :
Dong Wan Shin، نويسنده , , Jong Hyup Lee، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
Stationary null hypothesis , Unit root test , Lagrangian multiplier test , Autoregressive moving average , Likelihood ratio test
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
