Pages that link to "Item:Q1388160"
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The following pages link to The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160):
Displaying 4 items.
- On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend (Q1293728) (← links)
- Bartlett corrections in cointegration testing (Q1960594) (← links)
- The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
- On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)