The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration (Q4216970)

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scientific article; zbMATH DE number 1218758
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The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration
scientific article; zbMATH DE number 1218758

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    28 November 1999
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    autoregression
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    Brownian motion
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    Dickey-Fuller test
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    nonstationarity
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    unit roots
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    The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration (English)
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