Testing covariance stationarity under moment condition failure with an application to common stock returns
Year of publication: |
1990
|
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Authors: | Phillips, Peter C. B. ; Loretan, Mico |
Publisher: |
New Haven, Conn. |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Statistischer Test | Statistical test |
Extent: | 77 S. graph. Darst. |
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Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 947 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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