Unit root and stationarity tests' wedding
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Publication:1589594
DOI10.1016/S0165-1765(00)00348-7zbMath0968.91026OpenAlexW2080300233MaRDI QIDQ1589594
M. A. Ortuño, Andreu Sansó i Rosselló, Josep Lluís Carrion-i-Silvestre
Publication date: 12 December 2000
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00348-7
Related Items (4)
The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root ⋮ A sequential procedure for testing the existence of a random walk model in finite samples ⋮ Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison ⋮ Cointegration and the joint confirmation hypothesis.
Cites Work
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- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Joint application of the Dickey-Fuller and KPSS tests
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Testing for a unit root in time series regression
- Automatic Lag Selection in Covariance Matrix Estimation
- Generalizations of the KPSS‐test for stationarity
- Time Series Regression with a Unit Root
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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