The effect of additive outliers on a fractional unit root test
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Publication:1622085
DOI10.1007/s10182-015-0265-5zbMath1443.62228OpenAlexW2243457906MaRDI QIDQ1622085
Christian M. Hafner, Arie Preminger
Publication date: 12 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A177294/datastream/PDF_01/view
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)
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