A Gini-based unit root test

DOI10.1016/j.csda.2014.08.012zbMath1466.62193OpenAlexW2030646273MaRDI QIDQ1659164

Amit Shelef

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.012

zbMATH Keywords

bootstraptime series analysisunit root testsGini regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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