A Robust Version of the KPSS Test Based on Ranks
Year of publication: |
2013
|
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Authors: | Pelagatti, Matteo M. |
Other Persons: | Sen, Pranab Kumar (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Ranking-Verfahren | Ranking method |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 2009 erstellt Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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