Uniform asymptotic normality in stationary and unit root autoregression
Year of publication: |
2011
|
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Authors: | Han, Chirok ; Phillips, Peter C. B. ; Sul, Donggyu |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 6, p. 1117-1151
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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