Effect of a shift in the trend function on Dickey-Fuller unit root tests
Year of publication: |
1998
|
---|---|
Authors: | Montañés, Antonio |
Other Persons: | Reyes García, Marcelo (contributor) |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 3, p. 355-363
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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