Null recurrent unit root processes
Year of publication: |
2012
|
---|---|
Authors: | Myklebust, Terje ; Karlsen, Hans Arnfinn ; Tjøstheim, Dag |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 1, p. 1-41
|
Subject: | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory | Einheitswurzeltest | Unit root test |
-
GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude, (2008)
-
Explosive roots in level vector autoregressive models
Qureshi, Hammad, (2008)
-
A re-examination of the stationarity of inflation
Cook, Steven, (2009)
- More ...
-
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn, (2000)
-
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn, (2000)
-
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn, (2000)
- More ...