Efficient tests for an autoregressive unit root
Year of publication: |
1996
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Authors: | Elliott, Graham |
Other Persons: | Rothenberg, Thomas J. (contributor) ; Stock, James H. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 64.1996, 4, p. 813-836
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Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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