ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433)

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scientific article; zbMATH DE number 2102316
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English
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
scientific article; zbMATH DE number 2102316

    Statements

    title
    ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (English)
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    author
    Yoosoon Chang
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    Joon Y. Park
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    publication date
    22 September 2004
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    zbMATH Keywords
    ADF tests
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    unit roots
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    asymptotics
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    linear process
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    autoregressive approximation
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    Identifiers

    DOI
    10.1081/ETC-120015385
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    Mathematics Subject Classification ID
    62M10
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    62E20
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    62F05
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    zbMATH DE Number
    2102316
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