A panel data test for mean reversion using ranndomization [randomization]
Huntley Schaller ; Vijay Jog
| Year of publication: |
1993
|
|---|---|
| Authors: | Schaller, Huntley ; Jog, Vijay M. |
| Institutions: | Carleton University / Department of Economics (contributor) |
| Publisher: |
Ottawa, Canada : Carleton Univ., Dep. of Economics |
| Subject: | Panel | Panel study | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Mean Reversion | Mean reversion |
| Extent: | 28 S. : graph. Darst |
|---|---|
| Series: | Carleton economic papers. - Ottawa, ZDB-ID 863805-6. - Vol. 93,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000855405