An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
type: Item
instance of: scholarly article
title: An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
zbMATH Open document ID: 1428.62380
author: Mehmet Caner
author: Keith Knight
published in: Journal of Statistical Planning and Inference
publication date: 2013-01-25T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6130698
zbMATH Keywords: unit root tests
zbMATH Keywords: bridge estimation
MaRDI profile type: Publication
full work available at URL: j.jspi.2012.10.009
OpenAlex ID: W1984072874
DOI: 10.1016/J.JSPI.2012.10.009
description: scientific article; zbMATH DE number 6130698