Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation (Q5133504): Difference between revisions
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Latest revision as of 10:01, 30 July 2024
scientific article; zbMATH DE number 7272389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation |
scientific article; zbMATH DE number 7272389 |
Statements
Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation (English)
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10 November 2020
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autocorrelation robust test
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fixed-smoothing asymptotics
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local-to-unity
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strong autocorrelation
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weak unit root
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