On the stability of the unit root test

zbMATH Open1244.62121MaRDI QIDQ427976FDOQ427976

Authors: H. Fellag, L. Atil 

Publication date: 18 June 2012

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: http://www.ajol.info/index.php/afst/article/view/71039

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zbMATH Keywords

powerautoregressive modelposterior oddsDickey-Fuller test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

Cited In (5)

• Bayesian unit root testing for time series with heavy distribution
• Reconsidering LM unit root testing
• A critique of the application of unit root tests
• Unit root test of autoregressive time series model with partially linear time trend: a Bayesian approach
• Structural stability tests in the linear regression model when the regressors have roots local to unity

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