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

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

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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
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/21427

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