Efficient Wald tests for fractional unit roots
Year of publication: |
2007
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Authors: | Lobato, Ignacio N. ; Velasco, Carlos |
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. 75.2007, 2, p. 575-589
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Subject: | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test |
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