White noise and other experiments on augmented Dickey-Fuller tests
by Kevin J. Fox
| Year of publication: |
1995
|
|---|---|
| Authors: | Fox, Kevin J. |
| Publisher: |
[Kensington] : Univ. of New South Wales, School of Economics |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 38 S |
|---|---|
| Series: | Discussion paper / School of Economics, The University of New South Wales. - Kensington, NSW, ISSN 1323-8949, ZDB-ID 2026888-9. - Vol. 95/45 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 25 |
| ISBN: | 0-7334-1291-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000562067