Testing for Stationarity in a Cointegrated System
Year of publication: |
2002-07
|
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Authors: | Kunst, Robert M. |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Bayes test | Unit roots | Cointegration | Decision contours |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 117 35 pages |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
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Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
-
Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
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Kunst, Robert M., (2005)
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A Combined Nonparametric Test for Seasonal Unit Roots
Kunst, Robert M., (2014)
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Nagaev, Alexander V., (2005)
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Testing for Relative Predictive Accuracy: A Critical Viewpoint
Kunst, Robert M., (2003)
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