Testing for near I(2) trends when the signal to noise ratio is small
Year of publication: |
2014
|
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Authors: | Juselius, Katarina |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | univariate and multivariate unit root tests | double unit roots | near I(2) |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-8 |
Classification: | C1 - Econometric and Statistical Methods: General ; c18 ; C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Testing for near I(2) trends when the signal to noise ratio is small
Juselius, Katarina, (2014)
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Testing for near I(2) trends when the signal-to-noise ratio is small
Juselius, Katarina, (2014)
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Testing for near I(2) trends when the signal-to-noise ratio is small
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Testing for near I(2) trends when the signal to noise ratio is small
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