A fixed-b perspective on the Phillips-Perron unit root tests
Timothy J. Vogelsang; Martin Wagner
| Year of publication: |
2013
|
|---|---|
| Authors: | Vogelsang, Timothy J. ; Wagner, Martin |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 29.2013, 3, p. 609-628
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009778503