A primer on unit root testing
Peter C. B. Phillips ; Zhijie Xiao
| Year of publication: |
1999
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Xiao, Zhijie |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ |
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test |
| Extent: | S. 423 - 469 graph. Darst |
|---|---|
| Series: | Cowles Foundation paper. - New Haven, Conn., ZDB-ID 2518845-8. - Vol. 972 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 463 - 469 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001389380