Covariate unit root tests with good size and power
type: Item
instance of: scholarly article
title: Covariate unit root tests with good size and power
zbMATH Open document ID: 1255.62247
author: Sebastian Fossati
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
full work available at URL: wp2011-04.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6119739
zbMATH Keywords: unit root test
zbMATH Keywords: truncation lag
zbMATH Keywords: information criteria
zbMATH Keywords: vector autoregression
MaRDI profile type: Publication
OpenAlex ID: W2010357383
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DOI: 10.1016/J.CSDA.2011.05.019
description: scientific article; zbMATH DE number 6119739