A Detrended Range Unit Root (DRUR) Test
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Publication:5418871
DOI10.1080/03610918.2012.732172zbMath1333.62202OpenAlexW2009121041MaRDI QIDQ5418871
Ana E. Sipols, Andreu Sanso, Clara Simón
Publication date: 30 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.732172
Cites Work
- Extremal theory for stochastic processes
- Are Asian real exchange rates stationary?
- Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Introduction to the Mathematical and Satistical Foundations of Econometrics
- Efficient Tests for an Autoregressive Unit Root