A Nonparametric Test for I(0)

DOI10.1111/1467-937X.00054zbMath0910.90070OpenAlexW2079368945MaRDI QIDQ4219773

Ignacio N. Lobato, Peter M. Robinson

Publication date: 19 April 1999

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-937x.00054

zbMATH Keywords

Monte Carlo analysisautocorrelation-consistent variance estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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