Likelihood ratio type unit root tests for ar(1)models with nonconsecutive observations

DOI10.1080/03610929408831329zbMath0825.62157MaRDI QIDQ4843810

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Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831329

zbMATH Keywords

Monte Carlo study; likelihood ratio; unit root; autoregressive model; nonstationarity; large sample; missing or unequally spaced data

Mathematics Subject Classification ID

62-XX: Statistics

Cites Work

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