Unit root tests : the role of the univariate models implied by multivariate time series
Year of publication: |
June 2016
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Authors: | Cappuccio, Nunzio ; Lubian, Diego |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 4.2016, 2, p. 1-11
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Subject: | unit root tests | multivariate time series | cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics4020021 [DOI] hdl:10419/171872 [Handle] |
Classification: | C32 - Time-Series Models ; C22 - Time-Series Models ; C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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