Testing the unit root hypothesis using generalized range statistics

DOI10.1111/1368-423X.00057zbMath0989.62070MaRDI QIDQ2772841

Giuseppe Cavaliere

Publication date: 19 February 2002

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

zbMATH Keywords

long memoryunit root testsrescaled range statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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