The size performance of a nonparametric unit root test under a variance shift (Q2483450)
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scientific article; zbMATH DE number 5268508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The size performance of a nonparametric unit root test under a variance shift |
scientific article; zbMATH DE number 5268508 |
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The size performance of a nonparametric unit root test under a variance shift (English)
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28 April 2008
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size distortion
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0.8543067574501038
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0.8464478254318237
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0.8436505198478699
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0.8221405148506165
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0.8173015117645264
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