On the stability of the unit root test

zbMath1244.62121MaRDI QIDQ427976

Hocine Fellag, Lynda Atil

Publication date: 18 June 2012

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: http://www.ajol.info/index.php/afst/article/view/71039

zbMATH Keywords

powerautoregressive modelposterior oddsDickey-Fuller test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

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