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: | CentER for Economic Research, Universiteit van Tilburg |
| Subject: | time series | econometrics | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 28 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005775389