Sequential test for unit root in AR(1) model

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Summary, etc.：: We consider unit root tests under sequential sampling for an AR(1) process against both stationary and explosive alternatives. We propose three kinds ...

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Material Type: 文書・図像類
Title: Sequential test for unit root in AR(1) model
Author/Editor: Nagai, K.
Nishiyama, Y.
Hitomi, K.
Author Heading: Nagai, K.
Nishiyama, Y.
Hitomi, K.
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2018-10-10
Publication Date (W3CDTF): 2018-10-10
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 1003
Volume: 1003
Pages: 1-27
Text Language Code: eng
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP1003.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/236154/1/DP1003.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ