The effects of additive outliers on tests for unit roots and cointegration
by Philip Hans Franses and Niels Haldrup
| Year of publication: |
1993
|
|---|---|
| Authors: | Franses, Philip Hans ; Haldrup, Niels |
| Publisher: |
Aarhus |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 24 S. : graph. Darst |
|---|---|
| Series: | Memo / Økonomisk Institut, Aarhus Universitet. - Aarhus, ZDB-ID 864096-8. - Vol. 1993,12 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000855228