Unit root tests and their challenges

DOI10.1080/03610926.2022.2150050MaRDI QIDQ6541117zbMATH OpenFDO

Authors Cheolyong Park, S. Y. Hwang, Jeongcheol Ha, Inho Park, Tae Yoon Kim

Publication date 17 May 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2150050

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A theory of robust long-run variance estimation
• scientific article; zbMATH DE number 1715060 (Why is no real title available?)
• Testing for a unit root in time series regression
• THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

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