Semiparametric unit root tests based on symmetric estimators

DOI10.1016/S0167-7152(96)00125-3zbMath0949.62080MaRDI QIDQ1380585

D. Massart

Publication date: 8 November 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

unit root tests

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

Related Items

Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends, Efficient tests for unit roots with prediction errors

Cites Work

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