Powerful Unit Root Tests Free of Nuisance Parameters (Q2815048)

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Powerful Unit Root Tests Free of Nuisance Parameters
scientific article

    Statements

    title
    Powerful Unit Root Tests Free of Nuisance Parameters (English)
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    author
    Mehdi Hosseinkouchack
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    Uwe Hassler
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    publication date
    27 June 2016
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    zbMATH Keywords
    variance ratio
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    tuning parameter free
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    local-to-unity
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    Karhunen-Loève
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    Identifiers

    DOI
    10.1111/jtsa.12172
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    zbMATH DE Number
    6598566
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