Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (Q2854358)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration |
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Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration (English)
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18 October 2013
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change-point
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functional central limit theorem
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high-frequency data
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invariance principle
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nonstandard asymptotics
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sequential analysis
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unit root process
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