On the importance of the first observation in GLS detrending in unit root testing
Year of publication: |
2015
|
---|---|
Authors: | Westerlund, Joakim |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 1, p. 152-161
|
Subject: | Einheitswurzeltest | Unit root test | Kleinste-Quadrate-Methode | Least squares method | Theorie | Theory |
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