Abstract
We show that, in practice, the standard unit root tests, cointegration tests, and similar tests are unreliable. This conclusion is more generally applicable to other related regression-based tests. In particular, these tests attempt to solve a problem by creating another problem.
Language: English
Page range: 85 - 87
Published on: Jun 12, 2020
Published by: Polish Biometric Society
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Related subjects:
© 2020 Moawia Alghalith, published by Polish Biometric Society
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.