{"title":"关于单位根检验与协整检验不相关的说明","authors":"Moawia Alghalith","doi":"10.2139/ssrn.3585865","DOIUrl":null,"url":null,"abstract":"Summary 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.","PeriodicalId":8933,"journal":{"name":"Biometrical Letters","volume":"60 1","pages":"85 - 87"},"PeriodicalIF":0.0000,"publicationDate":"2020-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A note on the irrelevance of unit root tests and cointegration tests\",\"authors\":\"Moawia Alghalith\",\"doi\":\"10.2139/ssrn.3585865\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Summary 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.\",\"PeriodicalId\":8933,\"journal\":{\"name\":\"Biometrical Letters\",\"volume\":\"60 1\",\"pages\":\"85 - 87\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-04-26\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Biometrical Letters\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3585865\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Biometrical Letters","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3585865","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A note on the irrelevance of unit root tests and cointegration tests
Summary 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.
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