Rank tests for unit roots
type: Item
instance of: scholarly article
title: Rank tests for unit roots
zbMATH Open document ID: 0904.62052
DOI: 10.1016/S0304-4076(97)00031-6
author: Jörg Breitung
author: Christian Gouriéroux
published in: Journal of Econometrics
publication date: 1997-11-04T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1083047
zbMATH Keywords: unit roots
zbMATH Keywords: outliers
zbMATH Keywords: nonlinear model
zbMATH Keywords: rank tests
MaRDI profile type: Publication
cites work: Q4802629
cites work: Q4124141
cites work: NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Time Series Regression with a Unit Root
cites work: Testing for a unit root in time series regression
cites work: Q3997782
cites work: A modification of the Schmidt-Phillips unit root test
cites work: Q5814288
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description: scientific article; zbMATH DE number 1083047