An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag

Journal of Statistical Planning and Inference

Volumn 143, Issue 4, 2013, Pages 691-715

  Caner, Mehmet ^a   Knight, Keith ^b  

^a Department of Economics ^*  (United States)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Bridge estimation; Unit root tests

Indexed keywords

EID: 84871479116     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2012.10.009     Document Type: Article

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