Unit root and stationarity tests’ wedding

By Josep Lluís Carrion‐i‐Silvestre, Andreu Sansó-i-Rosselló, M. A. Ortuño. 2001

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d92d2a70c78790d652bbcead361fa873e14152db

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. A. Welfe
2. Piotr Kębłowski

Citations in the corpus

• The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (2004, background): “Charemza and Syczewska (1998) proposed analysis of joint confirmation of the integration order, yielding new critical values calculated jointly for unit autoregressive root and unit moving average root tests, instead of conventionally used separate critical values.”