Uniform asymptotic normality in stationary and unit root autoregression
Chirok Han; Peter C. B. Phillips; Donggyu Sul
| Year of publication: |
2011
|
|---|---|
| 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: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Einheitswurzeltest | Unit root test | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| 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/10009489719