Pages that link to "Item:Q2703259"

The following pages link to The limiting density of unit root test statistics: A unifying technique (Q2703259):

Displaying 6 items.

• The limiting distribution of the autocorrelation coefficient under a unit root (Q688405) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
• The joint density of two functionals of Brownian motion (Q1909017) (← links)
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
• The limiting distribution of the t-ratio for the unit root test in an AR(1) (Q4549737) (← links)