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Figure from:Asymptotic approximations in the near-integrated model with a non-zero initial condition

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Table 2 (cont’d): Critical values from the Edgeworth approximation

Table 2 (cont’d): Critical values from the Edgeworth approximation

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We now consider the expansion of X and @. We have:
We now consider the expansion of X and @. We have:
Table 2: Critical values from the Edgeworth approximation
Table 2: Critical values from the Edgeworth approximation
Table 4: Critical values from the stochastic expansion
Table 4: Critical values from the stochastic expansion
Table 3: Critical values from the continuous-time approximation Table 4: Critical values from the stochastic expansion
Table 3: Critical values from the continuous-time approximation Table 4: Critical values from the stochastic expansion
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