ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS

DOI10.1017/S0266466608080031zbMath1280.62025MaRDI QIDQ3632370

Werner Ploberger

Publication date: 11 June 2009

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

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M07: Non-Markovian processes: hypothesis testing

62F05: Asymptotic properties of parametric tests

Related Items

A class of simple distribution-free rank-based unit root tests

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