Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Steven Cook; Neil Manning
| Year of publication: |
2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Cook, Steven (contributor) ; Manning, D. N. (contributor) |
| Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2002
|
| Subject: | Einheitswurzeltest | Unit root test | Modellierung | Scientific modelling |
| Extent: | ill |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics bulletin Systemvoraussetzung: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001740841