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Adjusted estimates and Wald statistics for the AR(1) model with constant - MaRDI portal

Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553)

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scientific article; zbMATH DE number 1529230
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Adjusted estimates and Wald statistics for the AR(1) model with constant
scientific article; zbMATH DE number 1529230

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    Adjusted estimates and Wald statistics for the AR(1) model with constant (English)
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    17 September 2001
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    adjusted profile likelihood
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    unit root
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    AR(1) model
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