Work

03.4.2. The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint

Year: 2003

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466603224129

Author: Giuseppe Cavaliere

Institution: University of Bologna

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2127881447

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Cites: 1

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Related to: 10