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- W2624853440 abstract "In the recent few years an increasing effort has been made to establish reliable testing procedures todetermine whether or not an observed time series is generated by a unit autoregressive root process. Thispaper presents in a selective manner some of the most common and widely used test statistics for testingfor a unit autoregressive root and evaluates the performance of these test statistics in moderately largesamples." @default.
- W2624853440 created "2017-06-23" @default.
- W2624853440 creator A5042573291 @default.
- W2624853440 date "1999-01-01" @default.
- W2624853440 modified "2023-09-24" @default.
- W2624853440 title "A selective review on the issue of testing for a unit autoregressive root" @default.
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