Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749)
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scientific article; zbMATH DE number 5158743
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| English | Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers |
scientific article; zbMATH DE number 5158743 |
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Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (English)
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29 May 2007
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records
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extremes
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forward-backward unit root test
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asymptotic distribution
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power
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0.8517682552337646
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0.8466089963912964
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0.7849233746528625
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0.7849233746528625
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0.7808824181556702
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