Estimating deterministic trends with an integrated or stationary noise component
Year of publication: |
2009
|
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Authors: | Perron, Pierre ; Yabu, Tomoyoshi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 151.2009, 1, p. 56-69
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
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