Testing for a unit root in an AR(1) time series using irregularly observed data

Journal of Time Series Analysis

Volumn 17, Issue 3, 1996, Pages 309-321

  Dong, Wan Shin ^a   Sarkar, Sahadeb ^a  

^a OKLAHOMA STATE UNIVERSITY   (United States)

Author keywords

Autoregressive model; Large sample; Missing or unequally spaced data; Monte Carlo study; Newton Raphson estimator; Unit root

Indexed keywords

EID: 0346141543     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00278.x     Document Type: Article

References (29)

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