LIMITED TIME SERIES WITH A UNIT ROOT

DOI10.1017/S0266466605050462zbMath1081.62062MaRDI QIDQ3375345

Giuseppe Cavaliere

Publication date: 8 March 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466605050462

zbMATH Keywords

exchange rates; finite sample properties; US unemployment rate; asymptotical local power

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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