On the power of unit root tests against fractional alternatives (Q1327982): Difference between revisions
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Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank | |||
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Property / cites work: Q4124141 / rank | |||
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Property / cites work: Testing for a unit root in time series regression / rank | |||
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Property / cites work: Asymptotics for linear processes / rank | |||
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Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank | |||
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Property / cites work: The Fractional Unit Root Distribution / rank | |||
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Revision as of 15:44, 22 May 2024
scientific article
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English | On the power of unit root tests against fractional alternatives |
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On the power of unit root tests against fractional alternatives (English)
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3 July 1994
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