A state space canonical form for unit root processes
Year of publication: |
2012
|
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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 | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
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