The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (Q1388160)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process |
scientific article; zbMATH DE number 1161911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process |
scientific article; zbMATH DE number 1161911 |
Statements
The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process (English)
0 references
11 June 1998
0 references
log likelihood ratio test
0 references
unit root
0 references
autoregressive (AR) process of general order
0 references
approximation error
0 references
0.89179385
0 references
0.8879118
0 references
0.8834372
0 references
0.87577176
0 references
0.87410784
0 references
