The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178)
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scientific article; zbMATH DE number 6581327
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| English | The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors |
scientific article; zbMATH DE number 6581327 |
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The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (English)
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17 May 2016
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unit root test
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error serial correlation
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common factor
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cross-section augmentation
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0.9086376
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0.9071213
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0.8938768
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0.8928916
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