Testing for stationarity with covariates : more powerful tests with non-normal errors
Saban Nazlioglu, Junsoo Lee, Cagin Karul and Yu You
| Year of publication: |
2022
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|---|---|
| Authors: | Nazlıoğlu, Şaban ; Lee, Junsoo ; Karul, Cagin ; You, Yu |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 2, p. 191-203
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| Subject: | Nelson-Plosser | non-normality | RALS | stationarity | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334708