Asymptotic behaviour of tests for a unit root against an explosive alternative (Q2016008)
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scientific article; zbMATH DE number 6305224
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| English | Asymptotic behaviour of tests for a unit root against an explosive alternative |
scientific article; zbMATH DE number 6305224 |
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Asymptotic behaviour of tests for a unit root against an explosive alternative (English)
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18 June 2014
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unit root testing
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explosive autoregression
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asymptotic power
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initial condition
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0.792879045009613
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0.7817571759223938
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0.7760086059570312
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0.7724166512489319
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0.765936017036438
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