Testing for a unit root in a time series with a changing mean
Pierre Perron
| Year of publication: |
1989 ; Rev
|
|---|---|
| Authors: | Perron, Pierre |
| Publisher: |
Princeton, NJ |
| Subject: | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 21 S. : graph. Darst |
|---|---|
| Series: | Econometric Research Program research memorandum. - Princeton, NJ, ISSN 0079-5291, ZDB-ID 257828-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000787067