Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors |
scientific article |
Statements
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (English)
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24 October 2007
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stable distributions
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unit root tests
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stationarity tests
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asymptotic distributions
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size distortions
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