Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend

Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend

Nabeya, Seiji, (1994)

Asymptotic distributions of the least-squares estimators and test statistics in the near unit root model with non-zero initial value and local drift and trend

Nabeya, Seiji, (1994)

Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models

Nabeya, Seiji, (2000)