Publication:4542751

zbMath0998.62075MaRDI QIDQ4542751

Chin-Shan Chuang, Ngai Hang Chan

Publication date: 28 November 2002

zbMATH Keywords

autoregressive models; empirical likelihood; unit root tests; dual likelihood

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62M07: Non-Markovian processes: hypothesis testing

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