The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration (Q4216970)
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scientific article; zbMATH DE number 1218758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration |
scientific article; zbMATH DE number 1218758 |
Statements
28 November 1999
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autoregression
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Brownian motion
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Dickey-Fuller test
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nonstationarity
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unit roots
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The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration (English)
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