GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Year of publication: |
2013
|
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Authors: | Moon, Hyungsik Roger ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Momentenmethode | Method of moments | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (63 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2003 erstellt |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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