Specification testing in nonstationary time series models (Q5091817): 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/10.1111/ectj.12044 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1554578947 / rank | |||
Normal rank | |||
Latest revision as of 02:29, 20 March 2024
scientific article; zbMATH DE number 7564525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification testing in nonstationary time series models |
scientific article; zbMATH DE number 7564525 |
Statements
Specification testing in nonstationary time series models (English)
0 references
27 July 2022
0 references
asymptotic distribution
0 references
Edgeworth expansion
0 references
local power function
0 references
nonlinear time series
0 references
quadratic form
0 references
size function
0 references
specification testing
0 references
unit root
0 references
