The effect of additive outliers on a fractional unit root test

Hafner, Christian;Premiger, Arie
(2016) A St A - Advances in Statistical Analysis — Vol. 100, n° 4, p. 401-420 (2016)

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The effect of additive outliers on fractional unit root tests
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Hafner, C., & Premiger, A. (2016). The effect of additive outliers on a fractional unit root test. A St A - Advances in Statistical Analysis, 100(4), 401-420. https://doi.org/10.1007/s10182-015-0265-5 (Original work published 2016)