1、The sample size is no large enough。
2、CDRW test only works when the disturbance follows a AR(1) process, which makes it unsuitable in all but very limited situations. That is to say, it is dated.
1、The sample size is no large enough。
2、CDRW test only works when the disturbance follows a AR(1) process, which makes it unsuitable in all but very limited situations. That is to say, it is dated.