THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

DOI10.1017/S0266466613000066zbMath1290.62065MaRDI QIDQ4979498

A. M. Robert Taylor, Paulo M. M. Rodrigues, Tomás del Barrio Castro

Publication date: 23 June 2014

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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