The limiting distribution of the autocorrelation coefficient under a unit root (Q688405)
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scientific article; zbMATH DE number 444795
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| English | The limiting distribution of the autocorrelation coefficient under a unit root |
scientific article; zbMATH DE number 444795 |
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The limiting distribution of the autocorrelation coefficient under a unit root (English)
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2 December 1993
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time series
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least squares estimator
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limiting distribution
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normalized autocorrelation coefficient
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unit root
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high order transcendental functions
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parabolic cylinder functions
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0.7813571691513062
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0.7810519933700562
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0.7780419588088989
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0.7780419588088989
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0.773026168346405
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