An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098)
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scientific article; zbMATH DE number 739471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An outlier robust unit root test with an application to the extended Nelson-Plosser data |
scientific article; zbMATH DE number 739471 |
Statements
An outlier robust unit root test with an application to the extended Nelson-Plosser data (English)
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2 April 1995
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unit root tests
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robust estimators
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high breakdown point
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high efficiency
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asymptotic distribution
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Dickey-Fuller test
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additive outliers
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innovative outliers
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