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 |
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