Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440)
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scientific article; zbMATH DE number 1146494
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
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Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (English)
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25 October 1998
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time series
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likelihood function
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modified likelihood
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chi-square distribution
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F distribution
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Student's t
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\(F\) approximations
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unit root
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AR(1) model
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