Limit Theory for Moderate Deviations from a Unit Root Under Weak Dependence
Year of publication: |
2005
|
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Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Metallmarkt | Metal market |
Extent: | 1 Online-Ressource (47 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2005 erstellt |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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