2010Journal of Statistical Planning and InferenceRequires access

Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure

Chieko Matsumoto, Hirokazu Yanagihara, Hirofumi Wakaki

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Key concepts: Mathematics, Test statistic, Chi-square test, Pearson's chi-squared test, Statistics, Asymptotic distribution, F-test, Z-test

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