Limiting distribution of the t-ratio for the unit root test in an AR(1)
Dietrich, Franz K
Limiting distribution of the t-ratio for the unit root test in an AR(1) J5708 2001 - 2001 - 242-256 V. 04 Issue. 2
Econometrics
Unit root test;T-Ratio;Limiting distribution;Series truncation;Convergence speed;Leibnitz series;
Limiting distribution of the t-ratio for the unit root test in an AR(1) J5708 2001 - 2001 - 242-256 V. 04 Issue. 2
Econometrics
Unit root test;T-Ratio;Limiting distribution;Series truncation;Convergence speed;Leibnitz series;