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Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary

✍ Scribed by Sastry G. Pantula

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Unit-Root Tests When the Alternative

✍ Sen, Amit 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 252 KB

On Unit-Root Tests When the Alternative

✍ Amit Sen 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 368 KB

The Asymptotic Distribution of Unit Root

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

On the asymptotic distribution of a unit

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

Unit root tests and structural change wh

✍ Hui Liu; Gabriel Rodríguez 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 342 KB

Efficient Tests for a Unit Root When the

✍ Graham Elliott 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB