Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation (Q5133504)
From MaRDI portal
scientific article; zbMATH DE number 7272389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation |
scientific article; zbMATH DE number 7272389 |
Statements
Fixed-smoothing Asymptotics and Asymptotic <i>F</i> and <i>t</i> Tests in the Presence of Strong Autocorrelation (English)
0 references
10 November 2020
0 references
autocorrelation robust test
0 references
fixed-smoothing asymptotics
0 references
local-to-unity
0 references
strong autocorrelation
0 references
weak unit root
0 references
