Nonparametric pseudo-Lagrange multiplier stationarity testing
Year of publication: |
2010-10-05
|
---|---|
Authors: | Landajo, Manuel ; Presno, María José |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Time series | stationarity testing | limiting distribution | nonparametric regression | nonparametric hypothesis testing |
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