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Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing

Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing
Digital規格・テクニカルリポート類
西, 幹仁, 黒住, 英司Graduate School of Economics, Hitotsubashi University2022-08
Available onlineOther Libraries in Japan
  • Subject Headingrandom coefficient model local to unity moderate deviation LBI test p...

Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)

Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)
Digital規格・テクニカルリポート類
矢部, 竜太Graduate School of Economics, Hitotsubashi University2014-12
Available onlineOther Libraries in Japan
  • Subject Heading...rage Unit root local to unity Moderate Deviations Condition...

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