Unit root testing against an ST-MTAR alternative : finite-sample properties and an application to the UK housing market
Year of publication: |
2009
|
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Authors: | Cook, Steven ; Vougas, Dimitrios V. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 41.2009, 10/12, p. 1397-1404
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Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Immobilienpreis | Real estate price | Wohnungsmarkt | Housing market | Immobilienmarkt | Real estate market |
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