On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (Q4387627): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610919708813448 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1978469881 / rank | |||
Normal rank | |||
Revision as of 18:58, 19 March 2024
scientific article; zbMATH DE number 1151723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives |
scientific article; zbMATH DE number 1151723 |
Statements
On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives (English)
0 references
5 May 1999
0 references
ARIMA
0 references
ARFIMA
0 references
AR and MA unit roots
0 references
