The size performance of a nonparametric unit root test under a variance shift (Q2483450): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.09.039
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+W2067736759
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+Nonparametric tests for unit roots and cointegration.
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+Testing stationarity under a permanent variance shift
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing for a unit root in the presence of a variance shift
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+Unit root tests with a break in innovation variance.
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+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?
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+Publication:2483450