A unit root test against globally stationary ESTAR models when local condition is non-stationary
Junjuan Hu, Zhenlong Chen
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Hu, Junjuan ; Chen, Zhenlong |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 146.2016, p. 89-94
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| Subject: | Unit root | Wald-type test | ESTAR models | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619120