Unit root test under innovation outlier contamination small sample case

DOI10.7151/DMPS.1072MaRDI QIDQ5440425zbMATH OpenOpenAlexFDO

Authors H. Fellag, K. Nouali, L. Atil

Publication date 5 February 2008

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/36dd234d9114b886f208b13e9be2d3b862acccf1

zbMATH Keywords

Dickey-Fuller test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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