Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Econometric Theory |
| Volume | 10 |
| Issue number | 5 |
| Pages (from-to) | 937-966 |
| ISSN | 0266-4666 |
| Publication status | Published - 1994 |
ID: 156946