Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Year of publication: |
2007
|
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Authors: | Nielsen, Bent ; Reade, J. James |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 26.2007, 5, p. 487-501
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Subject: | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Simulation | Theorie | Theory |
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