Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181)
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scientific article; zbMATH DE number 5203392
Language | Label | Description | Also known as |
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English | Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression |
scientific article; zbMATH DE number 5203392 |
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Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (English)
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22 October 2007
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explosive autoregression
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simulation
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unit root test
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