Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process
| Year of publication: |
2000
|
|---|---|
| Authors: | Bhattacharyya, B. ; Li, X. ; Pensky, M. ; Richardson, G. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 1, p. 71-83
|
| Publisher: |
Springer |
| Subject: | First-order autoregressive process | unit roots | nearly non-stationary | periodogram ordinate | local Pitman-type alternatives | Ornstein-Uhlenbeck process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169191