The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process
| Year of publication: |
1998
|
|---|---|
| Authors: | Larsson, Rolf |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 50.1998, 1, p. 29-48
|
| Publisher: |
Springer |
| Subject: | Approximation error | unit root test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169266