Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372)
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scientific article; zbMATH DE number 1080772
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| English | Inference in a nearly integrated autoregressive model with nonnormal innovations |
scientific article; zbMATH DE number 1080772 |
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Inference in a nearly integrated autoregressive model with nonnormal innovations (English)
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7 January 1998
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robust inference
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power envelope
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unit root
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maximum likelihood
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autoregressive models
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0.8430631756782532
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0.8170753717422485
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0.8112254738807678
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0.8083919286727905
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