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Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots - MaRDI portal

Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558)

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scientific article; zbMATH DE number 1454324
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English
Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots
scientific article; zbMATH DE number 1454324

    Statements

    Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (English)
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    4 June 2000
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    M-estimators
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    unit root tests
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    explicit distribution functions
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