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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

✍ Scribed by Osborn, Denise R.; Rodrigues, Paulo M.M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic Distributions of Unit-Root Te

✍ Sastry G. Pantula 📂 Article 📅 1991 🏛 American Statistical Association 🌐 English ⚖ 334 KB

Tests of the Seasonal Unit-Root Hypothes

✍ A. M. Robert Taylor and Richard J. Smith 📂 Article 📅 2001 🏛 American Statistical Association 🌐 English ⚖ 650 KB

On the asymptotic distribution of a unit

✍ Christoph Hanck 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 255 KB

The Asymptotic Distribution of Unit Root

✍ Bent Nielsen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 88 KB

Asymptotically Distribution-Free Goodnes

✍ Li, Bo 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 250 KB

Asymptotic behaviour of tests for a unit

✍ Harvey, David I.; Leybourne, Stephen J. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 592 KB