Tests for Unit Roots and the Initial Observation
Year of publication: |
2002
|
---|---|
Authors: | Elliott, Graham ; Müller, Ulrich K. |
Publisher: |
[S.l.] : SSRN |
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2001 erstellt |
Other identifiers: | 10.2139/ssrn.298155 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Why not use standard panel unit root test for testing PPP
Lyhagen, Johan, (2000)
-
Seasonal unit root tests under structural breaks
Hassler, Uwe, (2002)
-
Testing parameter constancy in unit root autoregressive models against continuous change
He, Changli, (2005)
- More ...
-
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
Elliott, Graham, (2015)
-
Pre and post break parameter inference
Elliott, Graham, (2014)
-
Tests for Unit Roots and the Initial Observation
Müller, Ulrich K., (2001)
- More ...