Volume 69, Issue 1 pp. 211-219
Full Access

The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes

First published: 19 September 2008
Citations: 14

Footnotes

  • Comments from K. Abadir, N. Shephard, and the referees are gratefully acknowledged.
    • The full text of this article hosted at iucr.org is unavailable due to technical difficulties.