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The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(p) errors

journal contribution
posted on 2016-04-01, 00:00 authored by Joakim WesterlundJoakim Westerlund
The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(p) errors

History

Journal

Statistical Papers

Volume

57

Issue

2

Pagination

303 - 317

Publisher

SPRINGER

ISSN

0932-5026

eISSN

1613-9798

Language

English

Publication classification

C1 Refereed article in a scholarly journal; C Journal article

Copyright notice

2016, Springer