Asymptotic distributions of the unit root tests when the process is nearly stationary
Title: | Asymptotic distributions of the unit root tests when the process is nearly stationary |
Author: | Pantula, Sastry G. |
Publisher: | North Carolina State University. Dept. of Statistics |
Date: | 1988 |
Series/Report No.: | Institute of Statistics mimeo series 1922 |
URI: |
http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1988_1922.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8358 |
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