An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Year of publication: |
1998
|
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Authors: | Perron, Pierre ; Ng, Serena |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 5, p. 560-603
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Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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