The Limiting Density of Unit Root Test Statistics: A Unifying Technique (Q2703259): Difference between revisions
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Latest revision as of 19:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Limiting Density of Unit Root Test Statistics: A Unifying Technique |
scientific article |
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The Limiting Density of Unit Root Test Statistics: A Unifying Technique (English)
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1 March 2001
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weak convergence
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functional of Brownian motion
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quadratic Gaussian distribution
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unit root test
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autoregression
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