Published Online: Jun 12, 2020
Page range: 85 - 87
DOI: https://doi.org/10.2478/bile-2020-0007
Keywords
© 2020 Moawia Alghalith, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
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.