Estimation and inference with near unit roots
Year of publication: |
2023
|
---|---|
Authors: | Phillips, Peter C. B. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 39.2023, 2, p. 221-263
|
Subject: | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Schätzung | Estimation | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
-
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D., (2016)
-
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava, (2013)
-
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara, (2022)
- More ...
-
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B., (2001)
-
NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS
Lieberman, Offer, (2014)
-
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui, (2012)
- More ...