Unit Roots in Economic and Financial Time Series : A Re-Evaluation at the Decision-Based Significance Levels
Year of publication: |
2018
|
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Authors: | Kim, Jae H. ; Choi, In |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2700659 [DOI] |
Classification: | C12 - Hypothesis Testing ; E30 - Prices, Business Fluctuations, and Cycles. General ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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