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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"State University of New York at Albany / Department of Economics"
~subject:"Unit root test"
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Search: subject_exact:"Schätzer"
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Unit root test
Estimation theory
33
Schätztheorie
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Time series analysis
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Großbritannien
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Burke, Simon P.
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Pitarakis, Jean-Yves
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Psaradakis, Zacharias G.
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Birkbeck College / Department of Economics
Centre for Quantitative Economics & Computing
State University of New York at Albany / Department of Economics
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University of Exeter / Department of Economics
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
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1996
Persistent link: https://www.econbiz.de/10000944147
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2
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
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3
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000877388
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4
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
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