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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend

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1999ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE25 cited
2005Moment approximation for least‐squares estimators in dynamic regression models with a unit root20 cited
1996The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors19 cited
1995A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence17 cited