Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885): Difference between revisions

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+https://doi.org/10.1080/03610918.2012.718833
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+W2050680674
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+Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
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+Additive Outlier Detection Via Extreme-Value Theory
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+Testing for a unit root in the presence of a variance shift
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+An outlier robust unit root test with an application to the extended Nelson-Plosser data
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+Influence functionals for time series (with discussion)
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
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+Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis
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+Unit root tests for time series with outliers
@@ Property / cites work: Unit root tests for time series with outliers / rank @@
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+Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
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