ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433)
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scientific article; zbMATH DE number 2102316
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| English | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS |
scientific article; zbMATH DE number 2102316 |
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ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (English)
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22 September 2004
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ADF tests
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unit roots
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asymptotics
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linear process
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autoregressive approximation
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0.92930186
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0.9129213
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0.89858055
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0.89616054
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0.8948177
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