A powerful tuning parameter free test of the autoregressive unit root hypothesis
Year of publication: |
May 2008
|
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Other Persons: | Nielsen, Morten Ørregaard (contributor) |
Publisher: |
Ithaca, NY : Center for Analytical Economics |
Subject: | Einheitswurzeltest | Unit root test | Nichtparametrisches Verfahren | Nonparametric statistics | Varianzanalyse | Analysis of variance | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | Online-Ressource, 44 S., Text graph. Darst. |
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Series: | CAE working paper. - Ithaca, NY : [Verlag nicht ermittelbar], ISSN 1936-5098, ZDB-ID 2206589-1. - Vol. 08-05 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/70455 [Handle] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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