Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (Q5111783)

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scientific article; zbMATH DE number 7205085
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English
Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends
scientific article; zbMATH DE number 7205085

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    Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends (English)
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    27 May 2020
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    unit root
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    power envelope
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    stochastic expansion
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    sum of chi-squares
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