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Schätztheorie
Local to unity asymptotics
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impulse response functions
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local-to-unity asymptotics
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persistence
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Einheitswurzeltest
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Local-to-unity asymptotics
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Neyman-Pearson lemma
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nuisance parameters
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power envelope
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unit root testing
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King, Maxwell L.
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Sriananthakumar, Sivagowry
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Point optimal testing : a survey of the post 1987 Literature
King, Maxwell L.
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Sriananthakumar, Sivagowry
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2015
Persistent link: https://www.econbiz.de/10011781155
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