A generalization of the Burridge-Guerre nonparametric unit root test

MaRDI QIDQ3408519zbMATH OpenFDO

Authors

Publication date 14 November 2006

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(4)

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• Localized level crossing random walk test robust to the presence of structural breaks
• 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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