Fractional integration and the augmented Dickey-Fuller test
Year of publication: |
1998
|
---|---|
Authors: | Krämer, Walter |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 61.1998, 3, p. 269-272
|
Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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