An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
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Publication:1931358
DOI10.1016/j.jspi.2012.10.009zbMath1428.62380OpenAlexW1984072874MaRDI QIDQ1931358
Publication date: 25 January 2013
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2012.10.009
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: hypothesis testing (62M07)
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