Specification testing in nonstationary time series models
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Publication:5091817
DOI10.1111/ectj.12044OpenAlexW1554578947MaRDI QIDQ5091817
Zheng Yan Lin, Jia Chen, Degui Li, J. T. Gao
Publication date: 27 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12044
asymptotic distributionquadratic formunit rootnonlinear time seriesEdgeworth expansionsize functionspecification testinglocal power function
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