Robust unit root tests with autoregressive errors

DOI10.1080/03610926.2014.955114zbMath1349.62386OpenAlexW2484412529MaRDI QIDQ2830189

Marta Moreno, Juan J. Romo

Publication date: 9 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.955114

zbMATH Keywords

bootstrapunit rootleast absolute deviationautoregressive processautoregressive errors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Non-Markovian processes: hypothesis testing (62M07)

Related Items (1)

Locally most powerful test for the random coefficient autoregressive model

Cites Work

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