Using influence function for lag truncation in unit root tests

MaRDI QIDQ2818653zbMATH OpenFDO

Authors Oluokun Kasali Agunloye, R. Arnab, D. K. Shangodoyin

Publication date 7 September 2016

Published in Theoretical Mathematics and Applications (Search for Journal in Brave)

zbMATH Keywords

autocorrelationinfluence functionoptimal truncation lagunit root test

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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