A DISTRIBUTION GENERATING EQUATION FOR UNIT-ROOT STATISTICS-Reference-Cited by-同舟云学术

A DISTRIBUTION GENERATING EQUATION FOR UNIT-ROOT STATISTICS

Published:1992-08 Issue:3 Volume:54 Page:305-323
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:

Author:

Abadir Karim M.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.1992.tb00004.x/fullpdf

Reference29 articles.

1. Abadir , K. M. 1990 The Limiting Distribution of a Functional of a Wiener Process American University in Cairo, mimeo

2. Abadir , K. M. 1991a Some Expansions for the Parabolic Cylinder Function Technical paper No. 1, Department of Economics & Political Science, American University in Cairo

3. Abadir , K. M. 1991b The Limiting Distribution of the t Ratio under a Unit Root American University in Cairo, mimeo

4. Abadir , K. M. 1992a Testing for and Simulating with Nonstationarity in Econometrics D.Phil. thesis

5. Abadir , K. M. 1992b The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root Annals of Statistics

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