Approximate Conditional Unit Root Inference (Q4544835)
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scientific article; zbMATH DE number 1776261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Conditional Unit Root Inference |
scientific article; zbMATH DE number 1776261 |
Statements
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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