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Small Sample Unit Root Tests

Posted: Tue Jan 23, 2018 2:16 am
by devenvalecha
I am working with a very limited set of data, where n = 16 and 28.

Does it make sense to employ unit root tests on these variables of interest?

Given this strong restriction about limited small sample size, what can be an alternative to this analysis?
Does it mean there is no way to interpret the model and carry out the analysis.

I am aware that the tests don't run well with small sample. How to overcome this is the question?

Re: Small Sample Unit Root Tests

Posted: Tue Jan 23, 2018 5:17 pm
by dakila
do bayesian analysis.