Specification testing in nonstationary time series models (Q5091817)
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scientific article; zbMATH DE number 7564525
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| default for all languages | No label defined |
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| English | Specification testing in nonstationary time series models |
scientific article; zbMATH DE number 7564525 |
Statements
Specification testing in nonstationary time series models (English)
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27 July 2022
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asymptotic distribution
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Edgeworth expansion
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local power function
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nonlinear time series
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quadratic form
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size function
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specification testing
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unit root
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0.9081423282623292
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0.8968959450721741
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0.8639379143714905
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