The restricted likelihood ratio test at the boundary in autoregressive series

Journal of Time Series Analysis

Volumn 30, Issue 6, 2009, Pages 618-630

  Chen, Willa W ^a   Deo, Rohit S ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Boundary value; Confidence interval; Curvature; Restricted likelihood; Unit root

Indexed keywords

EID: 70350150052     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2009.00630.x     Document Type: Article

References (18)

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