A Powerful Test for Linearity When the Order of Integration is Unknown
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Publication:3574722
DOI10.2202/1558-3708.1582zbMath1194.62101OpenAlexW2024496847MaRDI QIDQ3574722
Bin Xiao, David I. Harvey, Stephen J. Leybourne
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.nottingham.ac.uk/research/groups/grangercentre/documents/07-06.pdf
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