scientific article; zbMATH DE number 815756

MaRDI QIDQ4855599zbMATH OpenFDO

Authors J. N. Lye, Vance Martin

Publication date 14 November 1995

zbMATH Keywords

curve-fittingDickey-Fuller unit root statisticsEdgeworth approximationsestimated autocorrelation coefficientgeneralized betageneralized exponential familygeneralized normalgeneralized rhogeneralized Student tmaximum likelihood estimationmethod of momentsnonparametric kernel density estimatorsaddlepoint approximationstablestest statisticstesting for autocorrelationtesting for nonstationaritytests for autocorrelation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Point estimation (62F10)

Recommendations

• Distribution approximation of unit root tests in autoregressive models
• Approximating the distribution of the durbin-watson statistic
• scientific article; zbMATH DE number 3930130
• Tests for generalized exponential laws based on the empirical Mellin transform
• The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution

Cited in

(6)

• On the arbitrariness of some asymptotic test statistics based on generalized inverses
• Imhof Approximations to Econometric Estimators
• Approximating the distribution of the durbin-watson statistic
• scientific article; zbMATH DE number 2052895 (Why is no real title available?)
• scientific article; zbMATH DE number 7280227 (Why is no real title available?)
• scientific article; zbMATH DE number 7731855 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4855599)