Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions

• Main Authors: Tiku, M.L., Wong, W.-K.
• 其他作者: ECONOMICS & STATISTICS
• 格式: Article
• 出版: 2011
• 主題: Chi-square distribution; F distribution; Hypothesis testing; Likelihood function; Modified likelihood; Time series; Unit root
• 在線閱讀: http://scholarbank.nus.edu.sg/handle/10635/21427

Communications in Statistics Part B: Simulation and Computation