Asymptotic Moments Of Some Unit Root Test Statistics In The Null Case
AbstractFor three models of linear autoregression the moments of the asymptotic distributions of the test statistics for testing the unit root are obtained in the null case, when the true drift or trend is lacking.
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 15 (1999)
Issue (Month): 01 (February)
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