Unit root test under innovation outlier contamination small sample case

DOI10.7151/DMPS.1072zbMath1128.62096OpenAlexW2574963252MaRDI QIDQ5440425

K. Nouali, Hocine Fellag, Lynda Atil

Publication date: 5 February 2008

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/36dd234d9114b886f208b13e9be2d3b862acccf1

zbMATH Keywords

Dickey-Fuller test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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