Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717)
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scientific article; zbMATH DE number 1891704
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| English | Higher order approximations for Wald statistics in time series regressions with integrated processes. |
scientific article; zbMATH DE number 1891704 |
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Higher order approximations for Wald statistics in time series regressions with integrated processes. (English)
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2 April 2003
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Bandwidth selection
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Higher order approximation
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Moment expansion
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Spectral regression
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0.7993319630622864
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0.7717231512069702
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0.7564945816993713
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