AR(1) models, unit roots, and adjusted profile likelihood
Year of publication: |
2003
|
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Authors: | Pere, Pekka |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 6, p. 885-922
|
Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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