Computation of limiting distributions in stationarity testing with a generic trend
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
- Manuel Landajo & María José Presno, 2010. "Stationarity testing under nonlinear models. Some asymptotic results," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 392-405, September.
More about this item
KeywordsLM testing; Characteristic function; Limiting distribution; Fredholm determinant; Deterministic trend;
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