Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-Finite Variance Errors
Year of publication: |
2003
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Authors: | Cappuccio, Nunzio ; Lubian, Diego |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 8, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.442240 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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