Approximate Conditional Unit Root Inference (Q4544835): Difference between revisions

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Revision as of 21:46, 19 March 2024

scientific article; zbMATH DE number 1776261
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English
Approximate Conditional Unit Root Inference
scientific article; zbMATH DE number 1776261

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    Approximate Conditional Unit Root Inference (English)
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    5 August 2002
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    conditional likelihood
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    unit roots
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    likelihood ratio test
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    profile likelihood
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    small sample corrections
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    Bartlett corrections
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