Title of article
Unit root testing in integer-valued AR(1) models
Author/Authors
Hellstr?m، J?rgen نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-8
From page
9
To page
0
Abstract
We focus on the testing of a unit root in the integer-valued autoregression of order one. Finite sample distributions for a Dickey-Fuller test of a random walk with drift with Poisson distributed and, hence, skewed errors are obtained by Monte Carlo simulation.
Keywords
Quadratic utility , Metric product space
Journal title
Economics Letters
Serial Year
2001
Journal title
Economics Letters
Record number
21622
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