The power of unit root tests against nonlinear local alternatives (Q2852480): Difference between revisions
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Revision as of 20:06, 19 March 2024
scientific article
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English | The power of unit root tests against nonlinear local alternatives |
scientific article |
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The power of unit root tests against nonlinear local alternatives (English)
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9 October 2013
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nonlinear models
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stochastic trend
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near integration
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persistent nonlinearity
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local power
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