ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS

DOI10.1017/S0266466608080031zbMath1280.62025OpenAlexW2167420756MaRDI QIDQ3632370

Werner Ploberger

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608080031

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

Related Items (1)

A class of simple distribution-free rank-based unit root tests

Cites Work

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• ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
• Econometric Model Determination
• Efficient Tests for an Autoregressive Unit Root
• Empirical Limits for Time Series Econometric Models
• An Asymtotic Theory of Bayesian Inference for Time Series
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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