Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends

ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS


Type: journal

Nielsen, B. & Sohkanen, J. (2011). Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends. Econometric Theory, 27, 913-927.


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