On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend

DOI10.1023/A:1003131215117zbMath0938.62099OpenAlexW2032324523MaRDI QIDQ1293728

Publication date: 13 June 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003131215117

zbMATH Keywords

unit root test autoregression with trend

Mathematics Subject Classification ID

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