Point optimal testing with roots that are functionally local to unity
Anna Bykhovskaya, Peter C. B. Phillips
| Year of publication: |
2020
|
|---|---|
| Authors: | Bykhovskaya, Anna ; Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 2, p. 231-259
|
| Subject: | Functional local unit root | Local to unity | Uniform confidence interval | Unit root model | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483325