ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (Q4700856)
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scientific article; zbMATH DE number 1358287
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| English | ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE |
scientific article; zbMATH DE number 1358287 |
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ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE (English)
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9 April 2001
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ordinary least squares
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linear autoregression
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unit root
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0.91380054
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0.9017073
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0.8976129
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