GLS-based unit root tests for bounded processes
Year of publication: |
2013
|
---|---|
Authors: | Carrion i Silvestre, Josep Lluís ; Gadea, María Dolores |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 2, p. 184-187
|
Subject: | Unit root | Bounded process | Quasi-GLS-detrending | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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