Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Samuel Brien, Michael Jansson, Morten Ørregaard Nielsen
| Year of publication: |
2024
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|---|---|
| Authors: | Brien, Samuel ; Jansson, Michael ; Nielsen, Morten Ørregaard |
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Stochastischer Prozess | Stochastic process | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000652 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015154320