Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression (2007)

First Author: Nielsen B

Attributed to: Automatic Tests of Model Specification funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07474930701512055

Publication URI: http://dx.doi.org/10.1080/07474930701512055

Type: Journal Article/Review

Parent Publication: Econometric Reviews

Issue: 5