The Asymptotic Distributions Of Some Test Statistics in Near-Integrated AR Processes
研究了近单位根自回归过程中几种检验统计量的渐近分布，给出了分布函数的精确公式以及鞍点逼近的近似结果。
Asymptotic distributions of some test statistics in near-integrated AR processes are studied. Some exact formulas for the distribution functions are given as well as approximative results obtained by saddlepoint approximation techniques.