Testing for stationarity with covariates : more powerful tests with non-normal errors
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 | Theorie | Theory | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Statistische Verteilung | Statistical distribution |
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