Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474946.2013.803815 / rank
 
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Latest revision as of 23:47, 6 July 2024

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Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration
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    Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (English)
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    18 October 2013
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    change-point
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    functional central limit theorem
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    high-frequency data
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    invariance principle
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    nonstandard asymptotics
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    sequential analysis
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    unit root process
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