Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (Q4843810)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations |
scientific article; zbMATH DE number 787174
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations |
scientific article; zbMATH DE number 787174 |
Statements
Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations (English)
0 references
17 August 1995
0 references
autoregressive model
0 references
large sample
0 references
likelihood ratio
0 references
missing or unequally spaced data
0 references
Monte Carlo study
0 references
nonstationarity
0 references
unit root
0 references
0 references
0 references
0 references
0.8804624676704407
0 references
0.8804624676704407
0 references
0.8489967584609985
0 references
0.8489967584609985
0 references
0.8307881355285645
0 references
