A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS (Q4512732)
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scientific article; zbMATH DE number 1525742
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS |
scientific article; zbMATH DE number 1525742 |
Statements
A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS (English)
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19 July 2001
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AR(1) process
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likelihood ratio test
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moment expansions
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Monte Carlo studies
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0.9245017170906068
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0.8863199353218079
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0.8098829984664917
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0.8098829984664917
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0.8086510896682739
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