Minimizing the impact of the initial condition on testing for unit roots

DOI10.1016/j.jeconom.2005.07.024zbMath1418.62318OpenAlexW2124752304MaRDI QIDQ291854

Ulrich K. Müller, Graham Elliott

Publication date: 10 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.024

zbMATH Keywords

invariancecharacteristic functionefficient tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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