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type_genre:"Arbeitspapier"
person:"Phillips, Peter C. B."
~person:"Cremer, Helmuth"
~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
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Bootstrap approach
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Dickey-Fuller type unit root
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Phillips, Peter C. B.
Cremer, Helmuth
Herings, Peter Jean-Jacques
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Peters, Hans J. M.
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Cowles Foundation discussion paper
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
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