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The limiting density of unit-root test statistics: unknown mean, dependent errors

Mithat Gonen, Memorial Sloan-Kettering Cancer Center
Madan Puri
Frits Ruymgaart
Martin van Zuijlen

Suggested Citation

Mithat Gonen, Madan Puri, Frits Ruymgaart, and Martin van Zuijlen. "The limiting density of unit-root test statistics: unknown mean, dependent errors" Journal of Time Series Analysis 21 (2000): 249-260.