Asymptotics of tests for a unit root in autoregression
type: Item
instance of: scholarly article
title: Asymptotics of tests for a unit root in autoregression
zbMATH Open document ID: 1016.62101
DOI: 10.1016/S0378-3758(02)00317-8
author: Kenji Sakiyama
author: Masanobu Taniguchi
author: Madan L. Puri
published in: Journal of Statistical Planning and Inference
publication date: 2003-04-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1892386
zbMATH Keywords: autoregressive model
zbMATH Keywords: tests for unit root
zbMATH Keywords: near integrated process
zbMATH Keywords: generalized LSE
zbMATH Keywords: local asymptotic optimality
zbMATH Keywords: local asymptotic normality
MaRDI profile type: Publication
cites work: Q5560061
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cites work: Efficient Tests for an Autoregressive Unit Root
cites work: Q4884570
cites work: Robust Rank Tests of the Unit Root Hypothesis
cites work: ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS
cites work: Time Series Regression with a Unit Root
cites work: Towards a unified asymptotic theory for autoregression
cites work: Linear Statistical Inference and its Applications
cites work: Testing for unit roots in autoregressive-moving average models of unknown order
full work available at URL: s0378-3758(02)00317-8
OpenAlex ID: W2029062062
description: scientific article; zbMATH DE number 1892386