Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1146494
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions |
scientific article; zbMATH DE number 1146494 |
Statements
Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (English)
0 references
25 October 1998
0 references
time series
0 references
likelihood function
0 references
modified likelihood
0 references
chi-square distribution
0 references
F distribution
0 references
Student's t
0 references
\(F\) approximations
0 references
unit root
0 references
AR(1) model
0 references
0 references
0.8158878087997437
0 references
0.8087093830108643
0 references
0.7977381348609924
0 references
0.7881654500961304
0 references
0.7881388068199158
0 references
