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 |
Statements
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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