Pages that link to "Item:Q4549737"
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The following pages link to The limiting distribution of the t-ratio for the unit root test in an AR(1) (Q4549737):
Displaying 4 items.
- The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
- The joint density of two functionals of Brownian motion (Q1909017) (← links)
- The limiting density of unit root test statistics: A unifying technique (Q2703259) (← links)
- Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (Q5423181) (← links)