Robust inference for near-unit root processes with time-varying error variances (Q5864374)
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scientific article; zbMATH DE number 7537833
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| English | Robust inference for near-unit root processes with time-varying error variances |
scientific article; zbMATH DE number 7537833 |
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Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (English)
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7 June 2022
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(near-)integrated process
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nonlinear instrument
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normality
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time-varying variance
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0.808122992515564
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0.7990680932998657
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0.7953174710273743
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0.795249342918396
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0.7949637770652771
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