Testing for unit roots in bounded time series

DOI10.1016/j.jeconom.2013.08.026zbMath1293.62169OpenAlexW1980191740MaRDI QIDQ2511785

Fang Xu, Giuseppe Cavaliere

Publication date: 6 August 2014

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

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/21164

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

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