Estimation and inference with near unit roots
Year of publication: |
2023
|
---|---|
Authors: | Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 2, p. 221-263
|
Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Schätzung | Estimation | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
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