Powerful unit root tests free of nuisance parameters (Q2815048)
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scientific article; zbMATH DE number 6598566
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| English | Powerful unit root tests free of nuisance parameters |
scientific article; zbMATH DE number 6598566 |
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27 June 2016
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variance ratio
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tuning parameter free
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local-to-unity
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Karhunen-Loève
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Powerful unit root tests free of nuisance parameters (English)
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0.8607097864151001
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0.8384461998939514
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0.836053192615509
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0.8299251794815063
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0.8299251794815063
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