THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
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Publication:3632393
DOI10.1017/S0266466608080250zbMath1284.62141MaRDI QIDQ3632393
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608080250
62J05: Linear regression; mixed models
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60F17: Functional limit theorems; invariance principles
62F05: Asymptotic properties of parametric tests
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