Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Year of publication: |
2007
|
---|---|
Authors: | Gil-AlaƱa, Luis A. |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 34.2007, 2, p. 139-154
|
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Konjunktur | Business cycle | Theorie | Theory |
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