Unit root tests with wavelets
Year of publication: |
2010
|
---|---|
Authors: | Fan, Yanqin ; Gençay, Ramazan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 5, p. 1305-1331
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zustandsraummodell | State space model |
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