On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.11.001 / rank | |||
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| Property / OpenAlex ID: W2007566112 / rank | |||
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| Property / cites work: Q5475042 / rank | |||
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| Property / cites work: Q4322338 / rank | |||
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| Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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| Property / cites work: Testing for a unit root in the nonlinear STAR framework / rank | |||
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Latest revision as of 06:25, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic distribution of a unit root test against ESTAR alternatives |
scientific article |
Statements
On the asymptotic distribution of a unit root test against ESTAR alternatives (English)
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18 May 2012
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Itô's lemma
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