DOI10.1111/ectj.12030OpenAlexW1899180799MaRDI QIDQ5093240
Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips
Publication date: 26 July 2022 Published in: The Econometrics Journal (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/ectj.12030
zbMATH Keywords
bias correctionlong-run varianceserial dependenceincidental trendspoint-optimal test
Mathematics Subject Classification ID
Statistics (62-XX)