Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...

A nonparametric, residual-based block bootstrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the ...

The news correspondents obtained a quote from the research from Erasmus University, "Although testing for a unit root has been studied extensively in econometrics, the method and asymptotic results ...