Testing Unit Root Based on Partially Adaptive Estimation

DOI10.2202/1941-1928.1038zbMath1266.62067OpenAlexW3022710819MaRDI QIDQ4928517

Luiz Renato Lima, Zhijie Xiao

Publication date: 14 June 2013

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

Full work available at URL: http://hdl.handle.net/10438/887

zbMATH Keywords

robustnessM-estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05) Economic time series analysis (91B84)

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