On the asymptotic distribution of a unit root test against ESTAR alternatives
Year of publication: |
2012
|
---|---|
Authors: | Hanck, Christoph |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 360-364
|
Publisher: |
Elsevier |
Subject: | Unit root test | ESTAR | Asymptotic distribution | Itô’s Lemma |
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