An invarant sign test for random walks based on recursive median adjustment
Year of publication: |
2001
|
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Authors: | So, Beong Soo ; Shin, Dong-wan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 102.2001, 2, p. 197-229
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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