✦ LIBER ✦

Power of the Lagrange multiplier test for testing an autoregressive unit root

✍ Scribed by Ritva Luukkonen; Pentti Saikkonen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dickey–Fuller, Lagrange Multiplier and C

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Bootstrap Tests for an Autoregressive Un

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