A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
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Publication:269230
DOI10.1016/S0304-4076(03)00155-6zbMath1337.62239MaRDI QIDQ269230
Publication date: 18 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
hypergeometric functionsunit root testexact limiting distribution theoryoptimal non-Gaussian quasi-likelihoodssufficient functionals of Ornstein-Uhlenbeck processes
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Uses Software
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