A new approach to unit root testing

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

zbMATH Keywords

simulation studyunit root testsPPP hypothesissimulation based test

Mathematics Subject Classification ID

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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