Hybrid Stochastic Local Unit Roots
Year of publication: |
2018
|
---|---|
Authors: | Lieberman, Offer |
Other Persons: | Phillips, Peter C. B. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 2113 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 28, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3085940 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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