Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961)
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scientific article; zbMATH DE number 6760009
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| English | Modified unit root tests with nuisance parameter free asymptotic distributions |
scientific article; zbMATH DE number 6760009 |
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Modified unit root tests with nuisance parameter free asymptotic distributions (English)
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14 August 2017
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block-sums
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linear process
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size distortion
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unit root
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0.836053192615509
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0.8163626790046692
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0.8163626790046692
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0.7969242334365845
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0.7900473475456238
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