Confidence intervals for autoregressive coefficients near one
Year of publication: |
2001
|
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Authors: | Elliott, Graham ; Stock, James H. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 103.2001, 1/2, p. 155-181
|
Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Theorie | Theory |
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