A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
| Year of publication: |
1991
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|---|---|
| Authors: | Koop, G. ; Steel, M.F.J. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Time Series | Unit Root |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1991-50 |
| Source: |
Persistent link: https://www.econbiz.de/10011090361