Econometrica Vol. 57 No. 1 1989
Testing For Common Roots
Abstract
In this paper, the authors propose a simple procedure for testing the existence of common roots in lag polynomials. They first show, by using a generalized Bezout property, that this hypothesis can be put under a "mixed" form that is linear with respect to the auxiliary parameters and with respect to the initial parameters. It follows that the test procedures can be implemented only by using regressions packages.
- DOI
- 10.2307/1912578
- Volume
- 57
- Issue
- 1
- Pages
- 171
- Sources
- bibtex:phds-export.bib openalex crossref