Asymptotic behaviour of tests for a unit root against an explosive alternative (Q2016008)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behaviour of tests for a unit root against an explosive alternative |
scientific article |
Statements
Asymptotic behaviour of tests for a unit root against an explosive alternative (English)
0 references
18 June 2014
0 references
unit root testing
0 references
explosive autoregression
0 references
asymptotic power
0 references
initial condition
0 references