Asymptotic distributions of unit-root tests when the process is nearly stationary (Ref: V7 p147-160)

Pantula, Sastry G. . Journal of Business & Economic Statistics 1991. 9 :63-71

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Bibtex

@article{CIS-100062,
  Author = {Pantula, Sastry G.},
  Title = {Asymptotic distributions of unit-root tests when the process is nearly stationary (Ref: V7 p147-160)},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {63--71},
  Keywords = {Nonstationarity, ARMA, Dickey-Fuller test}
}

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