Title of article
ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
Author/Authors
NABEYA، SEIJI نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
-138
From page
139
To page
0
Abstract
For three models of linear autoregression the moments of the asymptotic distributions of the test statistics for testing the unit root are obtained in the null case, when the true drift or trend is lacking.
Keywords
ideology , rhetoric , conversation analysis
Journal title
ECONOMETRIC THEORY
Serial Year
1999
Journal title
ECONOMETRIC THEORY
Record number
21525
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