7 results
Aproximate Distributions of the Periodogram and Related Statistics under Normality
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- Journal:
- Econometric Theory / Volume 2 / Issue 1 / April 1986
- Published online by Cambridge University Press:
- 18 October 2010, pp. 33-65
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
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- Journal:
- Econometric Theory / Volume 10 / Issue 5 / December 1994
- Published online by Cambridge University Press:
- 11 February 2009, pp. 937-966
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INDEPENDENCE OF DOUBLE WIENER INTEGRALS
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- Journal:
- Econometric Theory / Volume 17 / Issue 6 / December 2001
- Published online by Cambridge University Press:
- 01 December 2001, pp. 1143-1155
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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
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- Journal:
- Econometric Theory / Volume 17 / Issue 4 / August 2001
- Published online by Cambridge University Press:
- 27 July 2001, pp. 711-737
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UNIT ROOT SEASONAL AUTOREGRESSIVE MODELS WITH A POLYNOMIAL TREND OF HIGHER DEGREE
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- Journal:
- Econometric Theory / Volume 17 / Issue 2 / April 2001
- Published online by Cambridge University Press:
- 03 March 2001, pp. 357-385
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ASYMPTOTIC DISTRIBUTIONS FOR UNIT ROOT TEST STATISTICS IN NEARLY INTEGRATED SEASONAL AUTOREGRESSIVE MODELS
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- Journal:
- Econometric Theory / Volume 16 / Issue 2 / April 2000
- Published online by Cambridge University Press:
- 01 April 2000, pp. 200-230
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ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
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- Journal:
- Econometric Theory / Volume 15 / Issue 1 / February 1999
- Published online by Cambridge University Press:
- 01 February 1999, pp. 139-149
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