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Using influence function for lag truncation in unit root tests

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Publication:2818653
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zbMATH Open1347.62187MaRDI QIDQ2818653FDOQ2818653


Authors: Oluokun Kasali Agunloye, R. Arnab, D. K. Shangodoyin Edit this on Wikidata


Publication date: 7 September 2016

Published in: Theoretical Mathematics and Applications (Search for Journal in Brave)





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zbMATH Keywords

autocorrelationinfluence functionunit root testoptimal truncation lag


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)







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