The usage of bridge estimator to determine the order of integration for possibly integrated series as an alternative to Dickey-Pantula unit root test

Cigdem Kosar Tas, Huseyin Guler, Yeliz Yalcin. The usage of bridge estimator to determine the order of integration for possibly integrated series as an alternative to Dickey-Pantula unit root test. Communications in Statistics - Simulation and Computation, 53(8):3916-3932, August 2024. [doi]

Abstract

Abstract is missing.