Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test

DOI10.1080/03610910601158401zbMath1118.62090OpenAlexW2170206863MaRDI QIDQ3447094

Nikolay Angelov, Rolf Larsson

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910601158401

zbMATH Keywords

LR teststationary alternative

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

This page was built for publication: Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test