Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends
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Publication:2789390
DOI10.1111/jtsa.12144zbMath1416.62465OpenAlexW1530148873MaRDI QIDQ2789390
Elias Tzavalis, Yiannis Karavias
Publication date: 29 February 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12144
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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