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~subject:"Einheitswurzeltest"
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Einheitswurzeltest
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Marsh, Patrick W. N.
5
Forchini, Giovanni
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Marsh, Patrick
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ECONIS (ZBW)
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Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N.
-
2009
Persistent link: https://www.econbiz.de/10003908647
Saved in:
2
A measure of distance for the unit root hypothesis
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689039
Saved in:
3
The available information for invariant tests of a unit root
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689046
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4
The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
Saved in:
5
The available information for invariant tests of a unit root
Marsh, Patrick W. N.
- In:
Econometric theory
23
(
2007
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10003549590
Saved in:
6
Exact inference for the unit root hypothesis
Forchini, Giovanni
;
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541333
Saved in:
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