On the asymptotics of adf tests for unit roots

Econometric Reviews

Volumn 21, Issue 4, 2002, Pages 431-447

  Chang, Yoosoon ^a   Park, Joon Y ^b  

^a RICE UNIVERSITY   (United States)

^b Seoul National University   (South Korea)

Author keywords

ADF tests; Asymptotics; Autoregressive approximation; Linear process; Unit roots

Indexed keywords

EID: 85066217893     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015385     Document Type: Article

References (20)

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