Specification testing in nonstationary time series models
Jia Chen; Jiti Gao; Degui Li; Zhengyan Lin
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Jia ; Gao, Jiti ; Li, Degui ; Lin, Zhengyan |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 1, p. 117-136
|
| Subject: | Asymptotic distribution | Edgeworth expansion | Local power function | Nonlinear time series | Quadratic form | Size function | Specification testing | Unit root | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression |