Averaging estimators for autoregressions with a near unit root
Year of publication: |
2010
|
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Authors: | Hansen, Bruce E. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 1, p. 142-155
|
Subject: | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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