Testing for a unit root in the presence of a variance shift
Year of publication: |
1997
|
---|---|
Authors: | Hamori, Shigeyuki |
Other Persons: | Tokihisa, Akira (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 57.1997, 3, p. 245-253
|
Subject: | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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