Computation of limiting distributions in stationarity testing with a generic trend

María Presno () and Manuel Landajo ()

Metrika: International Journal for Theoretical and Applied Statistics, 2010, vol. 71, issue 2, 165-183

Keywords: LM testing; Characteristic function; Limiting distribution; Fredholm determinant; Deterministic trend (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00184-008-0224-1

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