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Asymptotics for stationary very nearly unit root processes

✍ Scribed by Donald W. K. Andrews; Patrik Guggenberger

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

Estimation for nearly unit root processe

✍ Yu-ze Yuan; Rong-mao Zhang 📂 Article 📅 2010 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 218 KB

How useful are tests for unit-root in di

✍ Chi-Young Choi; Young-Kyu Moh 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 420 KB

RELATIVE POWER OF t TYPE TESTS FOR STATI

✍ Jesus Gonzalo; Tae-Hwy Lee 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 524 KB

Testing for Unit Roots in a Nearly Nonst

✍ B. B. Bhattacharyya; X. Li; M. Pensky; G. D. Richardson 📂 Article 📅 2000 🏛 Springer Japan 🌐 English ⚖ 669 KB

Testing for a unit root in a stationary

✍ Kılıç, Rehim 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 226 KB