Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374)
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scientific article; zbMATH DE number 7537833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances |
scientific article; zbMATH DE number 7537833 |
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Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (English)
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7 June 2022
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(near-)integrated process
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nonlinear instrument
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normality
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time-varying variance
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