Point Optimal Testing with Roots That Are Functionally Local to Unity
Year of publication: |
2018
|
---|---|
Authors: | Bykhovskaya, Anna |
Other Persons: | Phillips, Peter C. B. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Theorie | Theory |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 2107 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 18, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3036507 [DOI] |
Classification: | C22 - Time-Series Models ; C65 - Miscellaneous Mathematical Tools |
Source: | ECONIS - Online Catalogue of the ZBW |
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