Stochastic local and moderate departures from a unit root and its application to unit root testing (Q6148347)
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scientific article; zbMATH DE number 7786782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic local and moderate departures from a unit root and its application to unit root testing |
scientific article; zbMATH DE number 7786782 |
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Stochastic local and moderate departures from a unit root and its application to unit root testing (English)
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11 January 2024
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random coefficient model
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local to unity
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moderate deviation
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LBI test
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power envelope
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