Nonparametric Unit Root Test and Structural Breaks

DOI10.2202/1941-1928.1048zbMath1266.62059OpenAlexW1995622666MaRDI QIDQ4928542

Jorge Belaire-Franch, Dulce Contreras

Publication date: 14 June 2013

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

Full work available at URL: https://doi.org/10.2202/1941-1928.1048

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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