ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS (Q4512679)
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scientific article; zbMATH DE number 1525690
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| English | ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS |
scientific article; zbMATH DE number 1525690 |
Statements
ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS (English)
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29 March 2001
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seasonal autoregressive models
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intercept
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linear trend
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ordinary least squares estimator
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0.879864513874054
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0.8429354429244995
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0.8371931314468384
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0.8371928930282593
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