Specification testing in nonstationary time series models
Jia Chen; Jiti Gao; Degui Li; Zhengyan Lin
Year of publication: |
2015
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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
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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 | Stochastischer Prozess | Stochastic process |
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