Testing against smooth stochastic trends
Year of publication: |
2001
|
---|---|
Authors: | Nyblom, Jukka ; Harvey, Andrew C. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 16.2001, 3, p. 415-429
|
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Random Walk | Random walk |
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