Rank tests for unit roots (Q1372920)

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scientific article
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English
Rank tests for unit roots
scientific article

    Statements

    title
    Rank tests for unit roots (English)
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    author
    Jörg Breitung
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    Christian Gouriéroux
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    publication date
    4 November 1997
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    zbMATH Keywords
    unit roots
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    outliers
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    nonlinear model
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    rank tests
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62M10
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    62P20
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    91B84
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    zbMATH DE Number
    1083047
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