Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2009.12.014
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+W2085847370
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+Testing for Serial Correlation Against an ARMA(1, 1,) Process
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+Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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+Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model
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+Local asymptotic distribution related to the AR(1) model with dependent errors
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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