The effects of additive outliers on tests for unit roots and cointegration
Philip Hans Franses ; Niels Haldrup
| Year of publication: |
1994
|
|---|---|
| Authors: | Franses, Philip Hans |
| Other Persons: | Haldrup, Niels (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 12.1994, 4, p. 471-478
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | USA | United States | Finnland | Finland | 1900-1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001170590