A Detrended Range Unit Root (DRUR) Test (Q5418871): Difference between revisions

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+Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
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+Introduction to the Mathematical and Satistical Foundations of Econometrics
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Extremal theory for stochastic processes
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+Are Asian real exchange rates stationary?
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Testing for a unit root in time series regression
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