DSpace at EWHA: Tests for the order of integration against higher order integration

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DC Field	Value	Language
dc.contributor.author	오만숙	*
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:24Z	-
dc.date.available	2016-08-28T11:08:24Z	-
dc.date.issued	2003	*
dc.identifier.issn	0932-5026	*
dc.identifier.other	OAK-1553	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/219253	-
dc.description.abstract	Locally best invariant tests for the null hypothesis of I(p) against the alternative hypothesis of I(c), p < q, are developed for models with independent normal errors. The tests are semiparametrically extended for models with autocorrelated errors. The method is illustrated by two real data sets in terms of double unit roots. The proposed tests can be used for determining integration orders of nonstationary time series.	*
dc.language	English	*
dc.title	Tests for the order of integration against higher order integration	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	44	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	383	*
dc.relation.lastpage	396	*
dc.relation.journaltitle	Statistical Papers	*
dc.identifier.wosid	WOS:000184343800006	*
dc.identifier.scopusid	2-s2.0-0037633575	*
dc.author.google	Shin D.W.	*
dc.author.google	Oh M.-S.	*
dc.contributor.scopusid	오만숙(7201600334)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*