✦ LIBER ✦

The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process

✍ Scribed by Rolf Larsson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bootstrap Tests for an Autoregressive Un

✍ Zacharias Psaradakis 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB

The Estimation and Testing of a Linear R

✍ Baltagi, Badi H.; Kao, Chihwa; Liu, Long 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 339 KB

On the Asymptotic Expectations of Some U

✍ Rolf Larsson 📂 Article 📅 1997 🏛 Springer Japan 🌐 English ⚖ 410 KB

The limiting distribution of the t-ratio

✍ Franz K. Dietrich 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 102 KB

Rank analogues of the likelihood ratio t

✍ Taka-Aki Shiraishi 📂 Article 📅 1984 🏛 Springer Japan 🌐 English ⚖ 627 KB

Testing for a Unit Root in a Process Exh

✍ Chris Brooks; Alistair G. Rew 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 131 KB