A state space canonical form for unit root processes
Dietmar Bauer; Martin Wagner
| Year of publication: |
2012
|
|---|---|
| Authors: | Bauer, Dietmar ; Wagner, Martin |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 6, p. 1313-1349
|
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009743172