Pages that link to "Item:Q4386440"
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The following pages link to Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions (Q4386440):
Displaying 8 items.
- A chi-square test for a unit root (Q756896) (← links)
- Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865) (← links)
- Time series models with asymmetric innovations (Q4266711) (← links)
- Distribution approximation of unit root tests in autoregressive models (Q4415852) (← links)
- ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604) (← links)
- On the estimation of cost of capital and its reliability (Q4610243) (← links)
- Time series AR(1) model for short-tailed distributions (Q5312724) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
