Bounds, Breaks and Unit Root Tests

DOI10.1111/jtsa.12140zbMath1416.62479MaRDI QIDQ2789387

Josep Lluís Carrion-i-Silvestre, María Dolores Gadea

Publication date: 29 February 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/104562

zbMATH Keywords

unit root; multiple structural breaks; regulated Brownian motion; limited time series

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

62M07: Non-Markovian processes: hypothesis testing

Related Items

Testing for unit roots in bounded time series, Regulated seasonal unit root process

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