The Limiting Density of Unit Root Test Statistics: A Unifying Technique (Q2703259)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Limiting Density of Unit Root Test Statistics: A Unifying Technique |
scientific article |
Statements
The Limiting Density of Unit Root Test Statistics: A Unifying Technique (English)
0 references
1 March 2001
0 references
weak convergence
0 references
functional of Brownian motion
0 references
quadratic Gaussian distribution
0 references
unit root test
0 references
autoregression
0 references
