Approximate Conditional Unit Root Inference
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Publication:4544835
DOI10.1111/1467-9892.01505zbMath1001.62027MaRDI QIDQ4544835
Publication date: 5 August 2002
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.01505
likelihood ratio test; unit roots; profile likelihood; conditional likelihood; Bartlett corrections; small sample corrections
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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Cites Work
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- On bartlett and bartlett-type corrections francisco cribari-neto