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

Communications in Statistics Part B: Simulation and Computation

Saved in:

Bibliographic Details
Main Authors:	Tiku, M.L., Wong, W.-K.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Subjects:	Chi-square distribution F distribution Hypothesis testing Likelihood function Modified likelihood Time series Unit root
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/21427
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-21427
record_format	dspace
spelling	sg-nus-scholar.10635-214272015-01-06T22:14:49Z Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions Tiku, M.L. Wong, W.-K. ECONOMICS & STATISTICS Chi-square distribution F distribution Hypothesis testing Likelihood function Modified likelihood Time series Unit root Communications in Statistics Part B: Simulation and Computation 27 1 185-198 CSSCD 2011-04-18T08:42:11Z 2011-04-18T08:42:11Z 1998 Article Tiku, M.L.,Wong, W.-K. (1998). Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions. Communications in Statistics Part B: Simulation and Computation 27 (1) : 185-198. ScholarBank@NUS Repository. 03610918 http://scholarbank.nus.edu.sg/handle/10635/21427 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Chi-square distribution F distribution Hypothesis testing Likelihood function Modified likelihood Time series Unit root
spellingShingle	Chi-square distribution F distribution Hypothesis testing Likelihood function Modified likelihood Time series Unit root Tiku, M.L. Wong, W.-K. Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
description	Communications in Statistics Part B: Simulation and Computation
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Tiku, M.L. Wong, W.-K.
format	Article
author	Tiku, M.L. Wong, W.-K.
author_sort	Tiku, M.L.
title	Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
title_short	Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
title_full	Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
title_fullStr	Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
title_full_unstemmed	Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions
title_sort	testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/21427
_version_	1681079830967222272

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

Similar Items