The power of unit root tests against nonlinear local alternatives (Q2852480)

From MaRDI portal
Revision as of 21:06, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    0 references
    9 October 2013
    0 references
    0 references
    nonlinear models
    0 references
    stochastic trend
    0 references
    near integration
    0 references
    persistent nonlinearity
    0 references
    local power
    0 references
    0 references