Stationarity-based specification tests for diffusions when the process is nonstationary
type: Item
instance of: scholarly article
title: Stationarity-based specification tests for diffusions when the process is nonstationary
zbMATH Open document ID: 1443.62219
author: Yacine Aït-Sahalia
author: Joon Y. Park
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: S0304407612000401
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6714737
MaRDI profile type: Publication
OpenAlex ID: W1999334898
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DOI: 10.1016/J.JECONOM.2012.01.030
description: scientific article; zbMATH DE number 6714737