Modified KPSS tests for near integration
Year of publication: |
2007
|
---|---|
Authors: | Harris, David ; Leybourne, Stephen James ; McCabe, Brendan Peter Martin |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 2, p. 355-363
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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