Model selection in the presence of nonstationarity
Year of publication: |
2012
|
---|---|
Authors: | Kim, Jae-young |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 247-257
|
Subject: | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory | Einheitswurzeltest | Unit root test |
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