The Asymptotic Properties of Near-Integrated Processes

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dc.contributor.authorX Wang
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T17:28:58Z
dc.date.available2026-03-22T17:28:58Z
dc.date.issued2002
dc.description.abstractIn this paper, we extend the results about asymptotic normality of AR(1) processes in West[4] and Phillips [3] to Near-integrated processes. We may analyse the power of testing for unit root and cointegration.
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/64436
dc.language.isoen
dc.sourceUniversidad Evangélica Boliviana
dc.subjectMathematics
dc.subjectCointegration
dc.subjectNormality
dc.subjectUnit root
dc.subjectAsymptotic distribution
dc.subjectLocal asymptotic normality
dc.subjectEconometrics
dc.subjectStatistics
dc.subjectPower (physics)
dc.titleThe Asymptotic Properties of Near-Integrated Processes
dc.typearticle

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