Title of article
Asymptotics of tests for a unit root in autoregression
Author/Authors
Kenji Sakiyama، نويسنده , , Masanobu Taniguchi، نويسنده , , Madan L. Puri، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
14
From page
351
To page
364
Keywords
Autoregressive model , Tests for unit root , Near integrated process , Generalized LSE , Local asymptotic optimality , local asymptotic normality
Journal title
Journal of Statistical Planning and Inference
Serial Year
2002
Journal title
Journal of Statistical Planning and Inference
Record number
219513
Link To Document