The power of unit root tests against nonlinear local alternatives
Year of publication: |
2012
|
---|---|
Authors: | Demetrescu, Matei ; Kruse, Robinson |
Publisher: |
Aarhus : School of Economics and Management |
Subject: | Einheitswurzeltest | Unit root test | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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