The power of unit root tests against nonlinear local alternatives (Q2852480)

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scientific article; zbMATH DE number 6214205
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The power of unit root tests against nonlinear local alternatives
scientific article; zbMATH DE number 6214205

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    The power of unit root tests against nonlinear local alternatives (English)
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    9 October 2013
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    nonlinear models
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    stochastic trend
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    near integration
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    persistent nonlinearity
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    local power
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