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The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process
Larsson, Rolf - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10005169266
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On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend
Larsson, Rolf - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 585-599
Persistent link: https://www.econbiz.de/10005184619