The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process
Year of publication: |
1998
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Authors: | Larsson, Rolf |
Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 50.1998, 1, p. 29-48
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