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Results: 1-3 |
Results: 3
LOCAL ASYMPTOTIC-DISTRIBUTION RELATED TO THE AR(1) MODEL WITH DEPENDENT ERRORS
Authors: NABEYA S PERRON P
Citation: S. Nabeya et P. Perron, LOCAL ASYMPTOTIC-DISTRIBUTION RELATED TO THE AR(1) MODEL WITH DEPENDENT ERRORS, Journal of econometrics, 62(2), 1994, pp. 229-264
ASYMPTOTIC DISTRIBUTIONS OF THE LEAST-SQUARES ESTIMATORS AND TEST STATISTICS IN THE NEAR UNIT-ROOT MODEL WITH NONZERO INITIAL-VALUE AND LOCAL DRIFT AND TREND
Authors: NABEYA S SORENSEN BE
Citation: S. Nabeya et Be. Sorensen, ASYMPTOTIC DISTRIBUTIONS OF THE LEAST-SQUARES ESTIMATORS AND TEST STATISTICS IN THE NEAR UNIT-ROOT MODEL WITH NONZERO INITIAL-VALUE AND LOCAL DRIFT AND TREND, Econometric theory, 10(5), 1994, pp. 937-966
ASYMPTOTIC THEORY OF A TEST FOR THE CONSTANCY OF REGRESSION-COEFFICIENTS AGAINST THE RANDOM-WALK ALTERNATIVE
Authors: NABEYA S TANAKA K
Citation: S. Nabeya et K. Tanaka, ASYMPTOTIC THEORY OF A TEST FOR THE CONSTANCY OF REGRESSION-COEFFICIENTS AGAINST THE RANDOM-WALK ALTERNATIVE, Annals of statistics, 22(1), 1994, pp. 563-563
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