A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A unit root test against globally stationary ESTAR models when local condition is non-stationary |
scientific article; zbMATH DE number 6928432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unit root test against globally stationary ESTAR models when local condition is non-stationary |
scientific article; zbMATH DE number 6928432 |
Statements
A unit root test against globally stationary ESTAR models when local condition is non-stationary (English)
0 references
29 August 2018
0 references
unit root
0 references
Wald-type test
0 references
ESTAR models
0 references
Monte Carlo simulation
0 references
0 references
