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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書目詳細資料
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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