The asymptotic distribution of unit root tests of unstable autoregressive processes
Year of publication: |
2001
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Authors: | Nielsen, Bent |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 69.2001, 1, p. 211-219
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Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation | Statistische Verteilung | Statistical distribution |
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