Hybrid stochastic local unit roots
Offer Lieberman, Peter C. B. Phillips
| Year of publication: |
2020
|
|---|---|
| Authors: | Lieberman, Offer ; Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 1, p. 257-285
|
| Subject: | Autoregression | Local unit root | Nonlinear diffusion | Stochastic unit root | Time-varying coefficient | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.05.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439454