Please use this identifier to cite or link to this item: http://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
Source: 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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