Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors |
scientific article |
Statements
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (English)
0 references
24 October 2007
0 references
stable distributions
0 references
unit root tests
0 references
stationarity tests
0 references
asymptotic distributions
0 references
size distortions
0 references
0 references
0 references
0 references
0 references
