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The sensitivity of robust unit root tests - MaRDI portal

The sensitivity of robust unit root tests

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Publication:3532692

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DOI10.1080/02664760701835797zbMath1474.62301OpenAlexW2087350077MaRDI QIDQ3532692

Steven Cook

Publication date: 28 October 2008

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760701835797

zbMATH Keywords

Monte Carlo simulation initial conditions unit roots range unit root tests range-based tests

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07)

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