The power of unit root tests against nonlinear local alternatives (Q2852480)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The power of unit root tests against nonlinear local alternatives |
scientific article |
Statements
The power of unit root tests against nonlinear local alternatives (English)
0 references
9 October 2013
0 references
nonlinear models
0 references
stochastic trend
0 references
near integration
0 references
persistent nonlinearity
0 references
local power
0 references