A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024)
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scientific article; zbMATH DE number 6200382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed-\(b\) perspective on the Phillips-Perron unit root tests |
scientific article; zbMATH DE number 6200382 |
Statements
22 August 2013
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fixed-\(b\) asymptotic theory
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nonparametric Phillips-Perron unit root tests
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deterministic trends
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finite-sample simulation study
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A fixed-\(b\) perspective on the Phillips-Perron unit root tests (English)
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