Some elemetary distribution theory for an autogression fitted to a random walk
Thomas J. Rothenberg
| Year of publication: |
2002
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|---|---|
| Authors: | Rothenberg, Thomas J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 111.2002, 2, p. 355-361
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| Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001715759