A new approach to unit root testing
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Publication:604918
DOI10.1007/s10614-010-9235-xzbMath1200.62107OpenAlexW2139033170MaRDI QIDQ604918
Florian Siedenburg, Helmut Herwartz
Publication date: 12 November 2010
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/28394
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)
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