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- W2500966910 abstract "Abstract The local power of the trace test is given for local alternatives. The results use the formulation of local alternatives and near integrated processes as formulated by Phillips. The limit process is an Ornstein–Uhlenbeck process." @default.
- W2500966910 created "2016-08-23" @default.
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- W2500966910 date "1995-12-28" @default.
- W2500966910 modified "2023-10-18" @default.
- W2500966910 title "The Power Function of the Test for Cointegrating Rank Under Local Alternatives" @default.
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- W2500966910 doi "https://doi.org/10.1093/0198774508.003.0014" @default.
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