Optimal versus robust inference in nearly integrated non-Gaussian models
Year of publication: |
2004
|
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Authors: | Thompson, Samuel B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 1, p. 23-55
|
Subject: | Einheitswurzeltest | Unit root test | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Theorie | Theory |
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