Local Asymptotic Distributions of Stationarity Tests (Q3411049)
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scientific article; zbMATH DE number 5079149
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| English | Local Asymptotic Distributions of Stationarity Tests |
scientific article; zbMATH DE number 5079149 |
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Local Asymptotic Distributions of Stationarity Tests (English)
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8 December 2006
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local asymptotic power
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I(0) process
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cumulative sum of residuals
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Sagan Bhargava Durbin Hausman test
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Lagrange multiplier test
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0.8348345756530762
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0.8344748020172119
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0.8344748020172119
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0.8328368067741394
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0.8203027248382568
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