Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810)
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scientific article; zbMATH DE number 787174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations |
scientific article; zbMATH DE number 787174 |
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Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (English)
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17 August 1995
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autoregressive model
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large sample
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likelihood ratio
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missing or unequally spaced data
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Monte Carlo study
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nonstationarity
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unit root
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