A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS

DOI10.1017/S026646660606049XzbMath1170.62411OpenAlexW2145240853MaRDI QIDQ3434189

Anne Philippe, Liudas Giraitis, Remigijus Leipus

Publication date: 23 April 2007

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660606049x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (13)

Leader nodes in communities for information spreading ⋮ Spectral approach to parameter-free unit root testing ⋮ The increment ratio statistic under deterministic trends ⋮ Rescaled variance tests for seasonal stationarity ⋮ Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics ⋮ A KPSS Test for Stationarity for Spatial Point Processes ⋮ Asymptotic independence of distant partial sums of linear processes ⋮ The increment ratio statistic ⋮ A two-sample test for comparison of long memory parameters ⋮ Evaluating currency risk in emerging markets ⋮ A simple test of changes in mean in the possible presence of long-range dependence ⋮ Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration ⋮ Testing for strict stationarity in a random coefficient autoregressive model

Cites Work

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