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A generalization of the Burridge-Guerre nonparametric unit root test

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Publication:3408519
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zbMATH Open1108.62091MaRDI QIDQ3408519FDOQ3408519


Authors:


Publication date: 14 November 2006





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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)



Cited In (4)

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  • Cycles, syllogisms and semantics: examining the idea of spurious cycles
  • ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY





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