A reexamination of the Nelson-Plosser data set using recursive and sequential tests
Year of publication: |
1995
|
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Authors: | Li, Hongyi |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 20.1995, 3, p. 501-518
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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