03.3.2. The Asymptotic Distribution of the Dickey-Fuller Statistic under Nonnegativity Constraint-Solution
Year of publication: |
2004
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Authors: |
Cavaliere, Giuseppe
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Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 20.2004, 4, p. 808-810
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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10006962877