On the Asymptotic Expectations of Some Unit Root Tests in a First Order Autoregressive Process in the Presence of Trend

Rolf Larsson

Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 3, 585-599

Keywords: Autoregression with trend; unit root test (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1003131215117

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