Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Year of publication: |
2013
|
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Authors: | Westerlund, Joakim |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 28.2013, p. 12-27
|
Subject: | Unit root test | Deterministic trend | Recursive detrending | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Schätztheorie | Estimation theory | Metallmarkt | Metal market |
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