Open Accessexuber: Recursive Right-Tailed Unit Root Testing with R
Author(s) -
Enrique MartínezGarcía,
Efthymios Pavlidis,
Kostas Vasilopoulos
Publication year - 2022
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v103.i10
Subject(s) - unit root , algorithm , series (stratigraphy) , computer science , monte carlo method , infimum and supremum , unit root test , statistical hypothesis testing , mathematics , statistics , combinatorics , cointegration , paleontology , biology