Minimizing the impact of the initial condition on testing for unit roots

DOI10.1016/j.jeconom.2005.07.024zbMath1418.62318MaRDI QIDQ291854

Ulrich K. Müller, Graham Elliott

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.024

zbMATH Keywords

invariance; characteristic function; efficient tests

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F03: Parametric hypothesis testing

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