The power of unit root tests against nonlinear local alternatives (Q2852480)
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scientific article; zbMATH DE number 6214205
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The power of unit root tests against nonlinear local alternatives |
scientific article; zbMATH DE number 6214205 |
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The power of unit root tests against nonlinear local alternatives (English)
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9 October 2013
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nonlinear models
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stochastic trend
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near integration
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persistent nonlinearity
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local power
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0.9372766
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0.9273676
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0.91163564
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0.9053776
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0.9018858
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0.90038455
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