On the asymptotic distribution of the DF-GLS test statistic

Joakim Westerlund

Working Papers from Deakin University, Department of Economics

Keywords: Unit root test; GLS detrending; Asymptotic distribution; Asymptotic local power; Method of proof (search for similar items in EconPapers)
Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-sog
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