scientific article; zbMATH DE number 2052893

MaRDI QIDQ4454526zbMATH OpenFDO

Authors H. Fellag, Safia Abdouche

Publication date 8 March 2004

zbMATH Keywords

powerunit rootssizeautoregression

Mathematics Subject Classification ID

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

Recommendations

• Unit root test in the presence of a single additive outlier small sample case
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• A note on the Vogelsang test for additive outliers
• Unit root tests for time series with outliers

Cited in

(4)

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

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