Posterior odds testing for a unit root with data-based model selection
Year of publication: |
1992
|
---|---|
Authors: | Phillips, Peter C. B. ; Ploberger, Werner |
Publisher: |
New Haven, Conn. |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 34 S. graph. Darst. |
---|---|
Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1017 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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