📣 Help Shape the Future of UKRI's Gateway to Research (GtR)

We're improving UKRI's Gateway to Research and are seeking your input! If you would be interested in being interviewed about the improvements we're making and to have your say about how we can make GtR more user-friendly, impactful, and effective for the Research and Innovation community, please email gateway@ukri.org.

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