Unit root testing using covariates : some theory and evidence
Year of publication: |
1999
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 61.1999, 4, p. 583-595
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Theorie | Theory |
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