Powerful Unit Root Tests Free of Nuisance Parameters
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Publication:2815048
DOI10.1111/jtsa.12172zbMath1359.62371OpenAlexW2267384458MaRDI QIDQ2815048
Mehdi Hosseinkouchack, Uwe Hassler
Publication date: 27 June 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12172
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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