Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
by Graham Elliott
| Year of publication: |
1999
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|---|---|
| Authors: | Elliott, Graham |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 40.1999, 3, p. 767-783
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| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001410819