Testing for unit roots in bounded time series

By Giuseppe Cavaliere, Fang Xu. 2014

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/7de918984ad3ddb60577106faa99a5efb72f045f

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In Economics and Econometrics

1. Taylor Grant
2. Matthew J. Lebo

Citations in the corpus

• Error Correction Methods with Political Time Series (2016, background): “Problems occur when the asymptotic properties of a bounded series are used to dismiss the possibility of a unit-root and treat a series as stationary.21 Bounded series also over-reject the Dickey–Fuller test (1979), increasing the tendency to treat them as stationary (Cavaliere and Xu 2014).”