Point optimal testing with roots that are functionally local to unity
Limit theory for regressions involving local to unit roots (LURs) is now used extensively in time series econometric work, establishing power properties for unit root and cointegration tests, assisting the construction of uniform confidence intervals for autoregressive coefficients, and enabling the...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2020
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/2367 https://ink.library.smu.edu.sg/context/soe_research/article/3366/viewcontent/SSRN_id3036507.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|