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https://scholarbank.nus.edu.sg/handle/10635/21427
| Title: | Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions | Authors: | Tiku, M.L. Wong, W.-K. |
Keywords: | Chi-square distribution F distribution Hypothesis testing Likelihood function Modified likelihood Time series Unit root |
Issue Date: | 1998 | Citation: | Tiku, M.L.,Wong, W.-K. (1998). Testing for a unit root in an AR(1) model using three and four moment approximations: Symmetric distributions. Communications in Statistics Part B: Simulation and Computation 27 (1) : 185-198. ScholarBank@NUS Repository. | Source Title: | Communications in Statistics Part B: Simulation and Computation | URI: | http://scholarbank.nus.edu.sg/handle/10635/21427 | ISSN: | 03610918 |
| Appears in Collections: | Staff Publications |
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