| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526619 | Statistics & Probability Letters | 2005 | 5 Pages |
Abstract
This paper presents a model-selection method for unit-root detection allowing for measurement error. Simulation results show that the proposed method gives better performances than the filtered least-squares method.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kosei Fukuda,