Asymptotic Distribution of Unit Root Tests Base on ESTAR Model with Flexible Fourier Form

Muhammad, Murtala Adam and Hu, Junjuan (2021) Asymptotic Distribution of Unit Root Tests Base on ESTAR Model with Flexible Fourier Form. Asian Journal of Probability and Statistics, 14 (1). pp. 41-51. ISSN 2582-0230

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Abstract

In this paper, the asymptotic distribution of Fourier ESTAR model (FKSS) proposed by [1], which was not given in the original paper are derived. Result shows that the asymptotic distributions are functions of brownian motion, only depends on K and free from nuisance parameters.

Item Type: Article
Subjects: STM Digital Press > Mathematical Science
Depositing User: Unnamed user with email support@stmdigipress.com
Date Deposited: 28 Jan 2023 09:10
Last Modified: 29 Jun 2024 12:24
URI: http://publications.articalerewriter.com/id/eprint/48

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