On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
John W. Galbraith; Victoria Zinde-Walsh
| Year of publication: |
1999
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|---|---|
| Authors: | Galbraith, John W. ; Zinde-Walsh, Victoria |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 1, p. 25-47
|
| Subject: | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001406636