The empirical process of autoregressive residuals
Year of publication: |
2009
|
---|---|
Authors: | Engler, Eric ; Nielsen, Bent |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 12.2009, 2, p. 367-381
|
Subject: | Mathematik | Mathematics | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test |
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