scientific article; zbMATH DE number 2052893

zbMATH Open1037.62086MaRDI QIDQ4454526FDOQ4454526

Authors: H. Fellag, Safia Abdouche 

Publication date: 8 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

powerunit rootssizeautoregression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (3)

• Unit root test under innovation outlier contamination small sample case
• Unit root test in the presence of a single additive outlier small sample case
• Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier

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