On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend
| Year of publication: |
1997
|
|---|---|
| Authors: | Larsson, Rolf |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 49.1997, 3, p. 585-599
|
| Publisher: |
Springer |
| Subject: | Autoregression with trend | unit root test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184619