Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
Work
Year: 2007
Type: article
Abstract: This paper provides a means of accurately simulating explosive autoregressive processes and uses this method to analyze the distribution of the likelihood ratio test statistic for an explosive second-... more
Source: Econometric Reviews
Authors Bent Nielsen, J. James Reade
Institution University of Oxford
Cites: 17
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 32.35
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green