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

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Publication:5423181

DOI10.1080/07474930701512055zbMath1122.62078OpenAlexW2133157768MaRDI QIDQ5423181

J. James Reade, Bent Nielsen

Publication date: 22 October 2007

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://www.nuff.ox.ac.uk/economics/papers/2004/w24/SimAR2.pdf






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