Testing for a unit root in the presence of a variance shift
type: Item
instance of: scholarly article
title: Testing for a unit root in the presence of a variance shift
zbMATH Open document ID: 0903.90022
DOI: 10.1016/S0165-1765(97)00245-0
author: Shigeyuki Hamori
author: Akira Tokihisa
published in: Economics Letters
publication date: 1998-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1189694
zbMATH Keywords: hypothesis testing
zbMATH Keywords: unit root test
zbMATH Keywords: structural break
MaRDI profile type: Publication
cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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cites work: Seasonal integration and cointegration
cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Testing for a unit root in time series regression
cites work: Hypothesis Testing in ARIMA(p, 1, q) Models
description: scientific article; zbMATH DE number 1189694