SECOND ORDER EXPANSION OF THE T-STATISTIC IN AR(1) MODELS
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Publication:5255868
DOI10.1017/S0266466614000383zbMath1442.62202OpenAlexW2031088340MaRDI QIDQ5255868
Publication date: 22 June 2015
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466614000383
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Cites Work
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