Is integration I(d) applicable to observed economics and finance time series?
Year of publication: |
2009
|
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Authors: | McCauley, Joseph L. ; Bassler, Kevin E. ; Gunaratne, Gemunu H. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 3, p. 101-108
|
Subject: | Regressionsanalyse | Regression analysis | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Martingal | Martingale | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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