Unit root tests and their challenges

DOI10.1080/03610926.2022.2150050MaRDI QIDQ6541117

Cheolyong Park, Jeongcheol Ha, Inho Park, Tae Yoon Kim, Sun Young Hwang, Unnamed Author

Publication date: 17 May 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• A theory of robust long-run variance estimation
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
• Testing for a unit root in time series regression

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