Smoothing local-to-moderate unit root theory
Peter C. B. Phillips; Tassos Magdalinos; Liudas Giraitis
| Year of publication: |
2010
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Magdalinos, Tassos ; Giraitis, Liudas |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 158.2010, 2, p. 274-279
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Metallmarkt | Metal market | Einheitswurzeltest | Unit root test | Warenbörse | Commodity exchange |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008839955