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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Elinkeinoelämän Tutkimuslaitos"
~institution:"University of Exeter / Department of Economics"
~subject:"Einheitswurzeltest"
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Einheitswurzeltest
Regression analysis
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Regressionsanalyse
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Estimation theory
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Unit root test
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1972-1998
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Kleinste-Quadrate-Methode
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Kiviet, J. F.
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Phillips, Garry D. A.
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Pitarakis, Jean-Yves
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Centre for Quantitative Economics & Computing
Elinkeinoelämän Tutkimuslaitos
University of Exeter / Department of Economics
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ECONIS (ZBW)
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
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1999
Persistent link: https://www.econbiz.de/10001398338
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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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