Likelihood-based inference in trending time series with a root near unity
Year of publication: |
2001
|
---|---|
Authors: | Xiao, Zhijie |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 17.2001, 6, p. 1082-1112
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation |
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