The power of some tests for difference stationarity under local heteroscedastic integration

RJ Smith, BPM Mccabe

Research output: Contribution to journalArticle (Academic Journal)

10 Citations (Scopus)
Translated title of the contributionThe power of some tests for difference stationarity under local heteroscedastic integration
Original languageEnglish
Pages (from-to)751 - 761
JournalJournal of the American Statistical Association
Volume93
Publication statusPublished - 1998

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