Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

DOI10.1111/1467-9892.00135zbMath0939.62094OpenAlexW2145655333MaRDI QIDQ4956031

Timothy J. Vogelsang

Publication date: 24 May 2000

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00135

zbMATH Keywords

hypothesis testDickey-Fuller proceduremodified Phillips-Perron test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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