A non-nested test of level-differenced versus log-differenced stationary models
Year of publication: |
1992
|
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Authors: | Pesaran, Bahram ; Pesaran, M. Hashem |
Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics |
Subject: | Simulation | Schätztheorie | Estimation theory |
Extent: | 13 S. |
---|---|
Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9222 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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