The effects of additive outliers on tests for unit roots and cointegration
Philip Hans Franses and Niels Haldrup
| Year of publication: |
1993
|
|---|---|
| Authors: | Franses, Philip Hans ; Haldrup, Niels |
| Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 24 S. graph. Darst. |
|---|---|
| Series: | EUI working paper / ECO. - San Domenico : EUI, ZDB-ID 1385859-2. - Vol. 93,16 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 24 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013420368