The effect of additive outliers on a fractional unit root test

Christian Hafner and Arie Premiger

No 2016027, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2016-01-01
Note: In : A St A - Advances in Statistical Analysis, vol. 100, no. 4, p. 401-420 (2016)
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Related works:
Journal Article: The effect of additive outliers on a fractional unit root test (2016)
Working Paper: The Effect of Additive Outliers on Fractional Unit Root Tests (2016)
Working Paper: The effect of additive outliers on a fractional unit root test (2015)
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