A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Year of publication: |
2009
|
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Authors: | Nielsen, Morten Ørregaard |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1515-1544
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Subject: | Varianzanalyse | Analysis of variance | Nichtparametrisches Verfahren | Nonparametric statistics | Einheitswurzeltest | Unit root test |
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