SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
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Publication:3100980
DOI10.1017/S0266466610000629zbMath1226.62083MaRDI QIDQ3100980
Publication date: 22 November 2011
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)
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