Stochastic local and moderate departures from a unit root and its application to unit root testing
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Publication:6148347
DOI10.1111/jtsa.12691OpenAlexW4372183075MaRDI QIDQ6148347
Publication date: 11 January 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12691
Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes (62Mxx)
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