X Wang2026-03-222026-03-222002https://andeanlibrary.org/handle/123456789/64436In 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.enMathematicsCointegrationNormalityUnit rootAsymptotic distributionLocal asymptotic normalityEconometricsStatisticsPower (physics)article