Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181)

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scientific article; zbMATH DE number 5203392
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Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
scientific article; zbMATH DE number 5203392

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    Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (English)
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    22 October 2007
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    explosive autoregression
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    simulation
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    unit root test
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