Testing for unit roots in the context of misspecified logarithmic random walks
Year of publication: |
2000
|
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Authors: | Krämer, Walter ; Davies, Laurie |
Publisher: |
Dortmund : SFB 475, Universität Dortmund |
Subject: | Unit Root Test (STW) | Theorie (STW) | Random Walk (STW) | Einheitswurzeltest | Unit root test | Theorie | Theory | Random Walk | Random walk |
Extent: | Online-Ressource (9 S.) |
---|---|
Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund : [Verlag nicht ermittelbar], ZDB-ID 2148058-8. - Vol. 2000,30] |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader Systemvoraussetzungen: GostView |
Other identifiers: | hdl:10419/77167 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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