Tests for Unit Roots and the Initial Condition

DOI10.1111/1468-0262.00447zbMath1152.62371OpenAlexW2110564849MaRDI QIDQ5472986

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00447

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)

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