The stylized approach to unit root testing: neglected contributions and the cost of simplicity

Author： STEVEN COOK  

Publisher： Taylor & Francis Ltd

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.30, Iss.3, 2003-04, pp. : 267-272

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Unit root testing

By Wolters Jürgen  

Allgemeines Statistisches Archiv, Vol. 90, Iss. 1, 2006-03 ,pp. : 43-58

Springer Publishing Company

Access to resources Recommend Favorite

Effect of neglected deterministic seasonality on unit root tests

By Demetrescu Matei   Hassler Uwe  

Statistical Papers, Vol. 48, Iss. 3, 2007-09 ,pp. : 385-402

Springer Publishing Company

Access to resources Recommend Favorite

Reconsidering LM unit root testing

By Dimitrios Vougas  

Journal of Applied Statistics, Vol. 30, Iss. 7, 2003-08 ,pp. : 727-741

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing for a Unit Root in ARIMA Processes

By Philip Shively  

Journal of Applied Statistics, Vol. 31, Iss. 7, 2004-08 ,pp. : 785-798

Taylor & Francis Ltd

Access to resources Recommend Favorite

Behavior of the Size in the Unit Root Testing Under Contamination

By Atil Lynda   Fellag Hocine   Sipols Ana Garcia  

Communications in Statistics: Simulation and Computation, Vol. 43, Iss. 4, 2014-01 ,pp. : 790-803

Taylor & Francis Ltd

Access to resources Recommend Favorite