Local Asymptotic Distributions of Stationarity Tests
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2005.00471.x/fullpdf
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1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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3. Estimating Deterministic Trends in the Presence of Serially Correlated Errors
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