Nonparametric tests for unit roots and cointegration.

DOI10.1016/S0304-4076(01)00139-7zbMath1099.62511OpenAlexW2030879879MaRDI QIDQ1867726

Jörg Breitung

Publication date: 2 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00139-7

zbMATH Keywords

nonlinear processescointegrationunit roots

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (58)

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