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

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

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. / Sørensen, Bent E.; Nabeya, Seiji.

I: Econometric Theory, Bind 10, Nr. 5, 1994, s. 937-966.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, BE & Nabeya, S 1994, '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', Econometric Theory, bind 10, nr. 5, s. 937-966. <http://links.jstor.org/sici?sici=0266-4666%28199412%2910%3A5%3C937%3AADOTLE%3E2.0.CO%3B2-F>

APA

Sørensen, B. E., & Nabeya, S. (1994). 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. Econometric Theory, 10(5), 937-966. http://links.jstor.org/sici?sici=0266-4666%28199412%2910%3A5%3C937%3AADOTLE%3E2.0.CO%3B2-F

Vancouver

Sørensen BE, Nabeya S. 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. Econometric Theory. 1994;10(5):937-966.

Author

Sørensen, Bent E. ; Nabeya, Seiji. / 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. I: Econometric Theory. 1994 ; Bind 10, Nr. 5. s. 937-966.

Bibtex

@article{c6359ab074c611dbbee902004c4f4f50,
title = "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",
author = "S{\o}rensen, {Bent E.} and Seiji Nabeya",
year = "1994",
language = "English",
volume = "10",
pages = "937--966",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "5",

}

RIS

TY - JOUR

T1 - 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

AU - Sørensen, Bent E.

AU - Nabeya, Seiji

PY - 1994

Y1 - 1994

M3 - Journal article

VL - 10

SP - 937

EP - 966

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 5

ER -

ID: 156946