NDLI: The power of unit root tests against nonlinear local alternatives

Content Provider	Scilit
Author	Demetrescu, Matei Kruse, Robinson
Copyright Year	2012
Description	Journal: Journal of Time Series Analysis
Related Links	https://pure.au.dk/ws/files/42090831/rp12_01.pdf https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9892.2012.00812.x
Ending Page	61
Page Count	22
Starting Page	40
ISSN	01439782
e-ISSN	14679892
DOI	10.1111/j.1467-9892.2012.00812.x
Journal	Journal of Time Series Analysis
Issue Number	1
Volume Number	34
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2013-01-01
Access Restriction	Open
Subject Keyword	Journal: Journal of Time Series Analysis Mathematical Social Sciences Nonlinear Models Stochastic Trend Near Integration Persistent Nonlinearity Local Power C12 (hypothesis Testing) C22 (time-series Models)
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty

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The power of unit root tests against nonlinear local alternatives