eigenvalues of the companion matrix. We find that the power of the LR test is increasing in the magnitude of the initial condition …

the companion matrix. Both stationary and explosive alternatives are considered. The limiting distributions of test …

the eigenvalues of the companion matrix, more precisely on the sum of the real parts of those closest to one. The roots of … the companion matrix are often inspected as a diagnostic tool. Here this practice is elevated to the level of a formal … distribution of the eigenvalues closest to one of the companion matrix is free of nuisance parameters, a useful result in its own …