An improved density approximation for the Zivot-Andrews test

DOI10.1016/J.ECONLET.2026.112833MaRDI QIDQ6838042zbMATH OpenFDO

Authors Riccardo Lucchetti

Publication date 25 March 2026

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2026.112833

zbMATH Keywords

simulation methodsstructural breaksunit root testing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new algorithm for computing a single root of a real continuous function
• Residual-based tests for cointegration in models with regime shifts
• Scrambled linear pseudorandom number generators
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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