Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models

DOI10.1007/978-3-642-42039-9_4zbMath1321.62108OpenAlexW69091333MaRDI QIDQ5258074

Rickard Sandberg

Publication date: 25 June 2015

Published in: Advances in Non-linear Economic Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-42039-9_4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

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