The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process

Annals of the Institute of Statistical Mathematics

Volumn 50, Issue 1, 1998, Pages 29-48

  Larsson, Rolf ^a  

^a STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Approximation error; Unit root test

Indexed keywords

EID: 7844224382     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003445229753     Document Type: Article

References (15)

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