An empirical likelihood ratio test for a unit root

被引：0

|

作者：

Gospodinov, N

Zinde-Walsh, V

机构：

来源：

ECONOMETRIC THEORY | 2000年 / 16卷 / 01期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：143 / 146

页数：4

相关论文

共 50 条

[1] On bootstrap implementation of likelihood ratio test for a unit root
Skrobotov, Anton
[J]. ECONOMICS LETTERS, 2018, 171 : 154 - 158
[2] Testing for unit root against stationarity using the likelihood ratio test
Angelov, Nikolay
Larsson, Rolf
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2007, 36 (02) : 391 - 412
[3] An empirical likelihood ratio test for normality
Bin Dong, Lauren
Giles, David E. A.
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2007, 36 (01) : 197 - 215
[4] Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent
Reade, J. James
[J]. ECONOMETRIC REVIEWS, 2007, 26 (05) : 487 - 501
[5] The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process
Rolf Larsson
[J]. Annals of the Institute of Statistical Mathematics, 1998, 50 : 29 - 48
[6] The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process
Larsson, R
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1998, 50 (01) : 29 - 48
[7] Empirical Likelihood Ratio Test With Distribution Function Constraints
Liu, Yingxi
Tewfik, Ahmed
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (18) : 4463 - 4472
[8] EMPIRICAL LIKELIHOOD RATIO TEST WITH DENSITY FUNCTION CONSTRAINTS
Liu, Yingxi
Tewfik, Ahmed
[J]. 2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2013, : 6342 - 6346
[9] Unit root test:: An unconditional maximum likelihood approach
González-Farías, G
Dickey, DA
[J]. BOLETIN DE LA SOCIEDAD MATEMATICA MEXICANA, 1999, 5 (01): : 199 - 221
[10] ON ADJUSTMENTS BASED ON THE SIGNED ROOT OF THE EMPIRICAL LIKELIHOOD RATIO STATISTIC
DICICCIO, TJ
ROMANO, JP
[J]. BIOMETRIKA, 1989, 76 (03) : 447 - 456

← 1 2 3 4 5 →