The power of unit root tests against nonlinear local alternatives
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Publication:2852480
DOI10.1111/j.1467-9892.2012.00812.xzbMath1274.62584MaRDI QIDQ2852480
Matei Demetrescu, Robinson Kruse
Publication date: 9 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/42090831/rp12_01.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
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